An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: Some theoretical and experimental aspects

No abstract is available for this paper.

• Publication year

  2010

• Venue

  European Journal of Operational Research

• Publication date

  2010-07-01

• Fields of study

  Mathematics, Computer Science

• Identifiers
  DOI 10.1016/j.ejor.2009.09.027
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• A so-called Cluster Benders Decomposition approach for solving two-stage stochastic linear problems

  2011cited by this paper
• Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse

  2010cited by this paper
• Enhanced Cut Generation Methods for Decomposition-Based Branch and Cut for Two-Stage Stochastic Mixed-Integer Programs

  2009cited by this paper
• On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty

  2009cited by this paper
• Two-stage stochastic hierarchical multiple risk problems: models and algorithms

  2009cited by this paper
• A two-stage stochastic integer programming approach as a mixture of Branch-and-Fix Coordination and Benders Decomposition schemes

  2007cited by this paper
• A hybrid evolutionary algorithm for solving two-stage stochastic integer programs in chemical batch scheduling

  2007cited by this paper
• Enhancing a Branch-and-Bound Algorithm for Two-Stage Stochastic Integer Network Design-Based Models

  2006cited by this paper
• Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming

  2006cited by this paper
• On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables

  2006influential reference
• Partitioning procedures for solving mixed-variables programming problems

  2005cited by this paper
• Applications of Stochastic Programming

  2005cited by this paper
• The C3 Theorem and a D2 Algorithm for Large Scale Stochastic Mixed-Integer Programming: Set Convexification

  2005cited by this paper
• 13. Modeling Production Planning and Scheduling under Uncertainty

  2005cited by this paper
• The Million-Variable “March” for Stochastic Combinatorial Optimization

  2005cited by this paper
• On the product selection and plant dimensioning problem under uncertainty

  2005cited by this paper
• A finite branch-and-bound algorithm for two-stage stochastic integer programs

  2004cited by this paper
• A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty

  2003influential reference
• An Approach for Strategic Supply Chain Planning under Uncertainty based on Stochastic 0-1 Programming

  2003cited by this paper
• BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0-1 programs

  2003cited by this paper
• Stochastic programming with integer variables

  2003cited by this paper
• Aggregated Scheduling of a Multiproduct Batch Plant by Two-Stage Stochastic Integer Programming

  2002cited by this paper
• A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse

  2002cited by this paper
• A Two-Stage Planning Model for Power Scheduling in a Hydro-Thermal System Under Uncertainty

  2002cited by this paper
• An Integer L-Shaped Algorithm for the Capacitated Vehicle Routing Problem with Stochastic Demands

  2002cited by this paper
• Optimization of simultaneous power production and trading by stochastic integer programming

  2002cited by this paper
• Stochastic optimization : Algorithms and Applications

  2001cited by this paper
• Multistage Stochastic Integer Programs: An Introduction

  2001cited by this paper
• Decomposition Methods for Two-Stage Stochastic Integer Programs

  2001cited by this paper
• Online optimization of large scale systems

  2001cited by this paper
• Optimizing electricity distribution using two-stage integer recourse models

  2000cited by this paper
• Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs

  2000cited by this paper
• Stochastic integer programming:General models and algorithms

  1999cited by this paper
• L-shaped decomposition of two-stage stochastic programs with integer recourse

  1998cited by this paper
• Introduction to Stochastic Programming

  1997cited by this paper
• Dual Decomposition in Stochastic Integer Programming

  1996cited by this paper
• Two-stage stochastic integer programming : a survey

  1996cited by this paper
• L-SHAPED LINEAR PROGRAMS WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC PROGRAMMING.

  1969cited by this paper
• Partitioning procedures for solving mixed-variables programming problems

  1962cited by this paper

• A stochastic hub location and fleet assignment problem for the design of reconfigurable park-and-ride systems

  2024cites this paper
• A Two-stage Stochastic Programming Approach for Timetable Rescheduling with Reassignment of Rolling Stock under Uncertain Disruptions

  2022cites this paper
• Dynamic and robust timetable rescheduling for uncertain railway disruptions

  2020influential citation
• Two-Stage Stochastic Programming Based on Particle Swarm Optimization for Aircraft Sequencing and Scheduling

  2019influential citation
• Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter

  2018cites this paper
• Generating cluster submodels from two-stage stochastic mixed integer optimization models

  2018cites this paper
• A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs

  2018cites this paper
• Exact Algorithms for Mixed-Integer Multilevel Programming Problems

  2017cites this paper
• Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter

  2017cites this paper
• Multi-period stochastic optimization of a sustainable multi-feedstock second generation bioethanol supply chain − A logistic case study in Midwestern United States

  2017cites this paper
• The stochastic capacitated branch restructuring problem

  2016cites this paper
• A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound

  2016cites this paper
• Economic and Land-Use Optimization of Lignocellulosic-Based Bioethanol Supply Chains Under Stochastic Environment

  2015cites this paper
• Convex Approximations for Totally Unimodular Integer Recourse Models: A Uniform Error Bound

  2015cites this paper
• Two-stage stochastic, large-scale optimization of a decentralized energy system - a residential quarter as case study

  2015cites this paper
• Total variation error bounds for convex approximations of two-stage mixed-integer recourse models

  2015cites this paper
• On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed 0–1 problems under uncertainty

  2015cites this paper
• An algorithm for two-stage stochastic mixed-integer nonlinear convex problems

  2015cites this paper
• A parallelised distributed implementation of a Branch and Fix Coordination algorithm

  2015cites this paper
• The stochastic capacitated branch restructuring problem

  2014cites this paper
• Economic and environmental optimization of a large scale sustainable dual feedstock lignocellulosic-based bioethanol supply chain in a stochastic environment.

  2014cites this paper
• Scenario Cluster Decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization

  2013cites this paper
• Expected Future Value Decomposition Based Bid Price Generation for Large-Scale Network Revenue Management

  2013cites this paper
• Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems

  2012cites this paper
• Modelling and solution methods for stochastic optimisation

  2011cites this paper
• A so-called Cluster Benders Decomposition approach for solving two-stage stochastic linear problems

  2011cites this paper
• Integrated Tactical-Operational Supply Chain Planning with Stochastic Dynamic Considerations

  2011cites this paper
• Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems

  2011cites this paper
• Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems

  2010cites this paper
• Improving Risk Management RIESGOS-CM Análisis, Gestión y Aplicaciones

  2010cites this paper
• Updating coherent previsions on finite spaces

  2009cites this paper