Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs
From MaRDI portal
Publication:5245372
DOI10.1137/13092678XzbMath1311.90081OpenAlexW2010032742MaRDI QIDQ5245372
Minjiao Zhang, Simge Küçükyavuz
Publication date: 8 April 2015
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/13092678x
Related Items (23)
Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs ⋮ About the Complexity of Two-Stage Stochastic IPs ⋮ Theoretical challenges towards cutting-plane selection ⋮ Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables ⋮ Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs ⋮ Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk ⋮ On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs ⋮ Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness ⋮ A solution algorithm for chance-constrained problems with integer second-stage recourse decisions ⋮ Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs ⋮ A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations ⋮ A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models ⋮ A two-stage stochastic programming approach for influence maximization in social networks ⋮ The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming ⋮ Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations ⋮ A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs ⋮ A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables ⋮ Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs ⋮ Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty ⋮ Improving the Integer L-Shaped Method ⋮ A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs ⋮ An L-shaped method with strengthened lift-and-project cuts ⋮ About the complexity of two-stage stochastic IPs
This page was built for publication: Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs
