Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function
From MaRDI portal
Publication:5129216
DOI10.1287/opre.2019.1842zbMath1455.90110OpenAlexW2980518871WikidataQ127018979 ScholiaQ127018979MaRDI QIDQ5129216
Andrew J. Schaefer, Oleg A. Prokopyev, Onur Tavaslıoğlu
Publication date: 26 October 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2019.1842
stochastic programmingmixed integer programmingbilevel programmingglobal branch and boundmultifollower bilevel programmingtwo-stage mixed integer programming
Related Items (7)
Scalable branching on dual decomposition of stochastic mixed-integer programming problems ⋮ Managing Product Transitions: A Bilevel Programming Approach ⋮ Bilevel Integer Programs with Stochastic Right-Hand Sides ⋮ A value function-based approach for robust surgery planning ⋮ Online Mixed-Integer Optimization in Milliseconds ⋮ Mixed-integer bilevel representability ⋮ A Gilmore-Gomory construction of integer programming value functions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A class of algorithms for mixed-integer bilevel min-max optimization
- An exact algorithm for the bilevel mixed integer linear programming problem under three simplifying assumptions
- Bilevel programming and the separation problem
- Two-stage quadratic integer programs with stochastic right-hand sides
- The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming
- A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- Constructive characterizations of the value-function of a mixed-integer program. I
- A dynamic programming algorithm for the bilevel Knapsack problem
- Linear bilevel programming with upper level constraints depending on the lower level solution
- The bilevel knapsack problem with stochastic right-hand sides
- A comparative study of decomposition algorithms for stochastic combinatorial optimization
- Constructive characterizations of the value function of a mixed-integer program. II
- Structural approach to parametric analysis of an IP. On the case of the right-hand side
- A cutting-plane approach to mixed 0-1 stochastic integer programs
- Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
- L-shaped decomposition of two-stage stochastic programs with integer recourse
- Dual decomposition in stochastic integer programming
- Stochastic programming with simple integer recourse
- Variation of cost functions in integer programming
- A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
- An approach for strategic supply chain planning under uncertainty based on stochastic 0-1 programming
- A stochastic 0-1 program based approach for the air traffic flow management problem
- A two-stage stochastic programming approach for influence maximization in social networks
- A polyhedral characterization of the inverse-feasible region of a mixed-integer program
- Weak via strong Stackelberg problem: New results
- A finite branch-and-bound algorithm for two-stage stochastic integer programs
- A closed-form representation of mixed-integer program value functions
- Constructing the value function for an integer linear programme over a cone
- Directed perturbation analysis of an integer program
- Fenchel decomposition for stochastic mixed-integer programming
- One-level reformulation of the bilevel Knapsack problem using dynamic programming
- A brief history of linear and mixed-integer programming computation
- Exact solution approach for a class of nonlinear bilevel knapsack problems
- A note on constraint aggregation and value functions for two-stage stochastic integer programs
- A stochastic programming approach for planning horizons of infinite horizon capacity planning problems
- Two-stage stochastic hierarchical multiple risk problems: Models and algorithms
- Linear bilevel multi-follower programming with independent followers
- An overview of bilevel optimization
- On bilevel multi-follower decision making: general framework and solutions
- Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
- Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach
- On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- Linear Programming under Uncertainty
- Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Generalized Upper Bound Constraints
- Optimizing the Societal Benefits of the Annual Influenza Vaccine: A Stochastic Programming Approach
- Enhanced Cut Generation Methods for Decomposition-Based Branch and Cut for Two-Stage Stochastic Mixed-Integer Programs
- Introduction to Stochastic Programming
- Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
- A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
- Sensitivity Analysis for Branch and Bound Integer Programming
- The polynomial hierarchy and a simple model for competitive analysis
- Sensitivity theorems in integer linear programming
- Integer programming duality: Price functions and sensitivity analysis
- The value function of an integer program
- New Branch-and-Bound Rules for Linear Bilevel Programming
- State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
- Inference-Based Sensitivity Analysis for Mixed Integer/Linear Programming
- Stackelberg-Nash-Cournot Equilibria: Characterizations and Computations
- The Mixed Integer Linear Bilevel Programming Problem
- On a Level-Set Characterization of the Value Function of an Integer Program and Its Application to Stochastic Programming
- The Theory and Computation of Knapsack Functions
- Optimizing Frequencies in a Transit Network: a Nonlinear Bi‐level Programming Approach
- Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse
- Partially-shared pessimistic bilevel multi-follower programming: concept, algorithm, and application
This page was built for publication: Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function
