Stochastic 0-1 linear programming under limited distributional information

DOI10.1016/j.orl.2007.07.003zbMath1163.90688OpenAlexW2086548770MaRDI QIDQ935201

Michael R. Wagner

Publication date: 6 August 2008

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2007.07.003

zbMATH Keywords

semidefinite programmingstochastic integer programmingsecond order cone programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Integer programming (90C10) Stochastic programming (90C15)

Related Items (16)

Eco-friendly container transshipment route scheduling problem with repacking operations ⋮ Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities ⋮ On some optimisation models in a fuzzy-stochastic environment ⋮ Moving from linear to conic markets for electricity ⋮ Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness ⋮ Ambiguous risk constraints with moment and unimodality information ⋮ Robust binary optimization using a safe tractable approximation ⋮ Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information ⋮ Solving 0-1 semidefinite programs for distributionally robust allocation of surgery blocks ⋮ Distributionally robust optimization. A review on theory and applications ⋮ Approximation approach for robust vessel fleet deployment problem with ambiguous demands ⋮ Integrating unimodality into distributionally robust optimal power flow ⋮ Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets ⋮ Robustness of stochastic programs with endogenous randomness via contamination ⋮ A Fuzzy Goal Programming Approach for Fuzzy Multiobjective Stochastic Programming through Expectation Model ⋮ Optimized Bonferroni approximations of distributionally robust joint chance constraints

Uses Software

• CVX

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Dual decomposition in stochastic integer programming
• Bounds for probabilistic integer programming problems
• Conditional value-at-risk in stochastic programs with mixed-integer recourse
• Global Optimization with Polynomials and the Problem of Moments
• A Mathematical View of Interior-Point Methods in Convex Optimization
• Convex majorization with an application to the length of critical paths
• The Probabilistic Set-Covering Problem
• Stochastic Bounds on Distributions of Optimal Value Functions with Applications to PERT, Network Flows and Reliability
• Two‐stage stochastic integer programming: a survey
• Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds
• Optimal Inequalities in Probability Theory: A Convex Optimization Approach

This page was built for publication: Stochastic 0-1 linear programming under limited distributional information