IIS Cuts for Stochastic Programs with Joint Chance-Constraints (original) (raw)

IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation

Lewis Ntaimo

European Journal of Operational Research, 2010

View PDFchevron_right

Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs

Lewis Ntaimo

Journal of Global Optimization, 2008

View PDFchevron_right

A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs

Shabbir Ahmed

Mathematical Programming, 2006

View PDFchevron_right

Inexact cutting planes for two-stage mixed-integer stochastic programs

Ward Romeijnders

2018

View PDFchevron_right

An optimality cut for mixed integer linear programs

Frédéric Semet

European Journal of Operational Research, 1999

View PDFchevron_right

A branch-and-cut algorithm for two-stage stochastic mixed-binary programs with continuous first-stage variables

Suvrajeet Sen

International Journal of Computational Science and Engineering, 2007

View PDFchevron_right

Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse

Zhi-long Chen

Journal of Optimization Theory and Applications, 1999

View PDFchevron_right

Decomposition Algorithms with Parametric Gomory Cuts for Two-Stage Stochastic Integer Programs

Dinakar Gade

2012

View PDFchevron_right

Stochastic programming problems with generalized integrated chance constraints

Martin Branda

Optimization, 2012

View PDFchevron_right

Multicut decomposition methods with cut selection for multistage stochastic programs

Vincent Guigues

arXiv (Cornell University), 2017

View PDFchevron_right

Strong Formulations for Distributionally Robust Chance-Constrained Programs with Left-Hand Side Uncertainty under Wasserstein Ambiguity

Simge Kucukyavuz

arXiv (Cornell University), 2020

View PDFchevron_right

Algorithms and Reformulations for Large-Scale Integer and Stochastic Integer Programs

Dinakar Gade

2012

View PDFchevron_right

Ancestral Benders' Cuts and Multi-term Disjunctions for Mixed-Integer Recourse Decisions in Stochastic Programming

Suvrajeet Sen

2013

View PDFchevron_right

Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty

Ward Romeijnders

Operations Research, 2020

View PDFchevron_right

Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming

Suvrajeet Sen

Mathematical Programming, 2006

View PDFchevron_right

Foundation-penalty cuts for mixed-integer programs

Fred Glover

Operations Research Letters, 2003

View PDFchevron_right

Stochastic Integer Programs

John Birge

Springer eBooks, 2008

View PDFchevron_right

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

Ignacio Grossmann

Journal of Global Optimization, 2019

View PDFchevron_right

A solution algorithm for chance-constrained problems with integer second-stage recourse decisions

Enrico Malaguti

Mathematical Programming, 2023

View PDFchevron_right

Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty under Wasserstein Ambiguity

Simge Kucukyavuz

arXiv (Cornell University), 2020

View PDFchevron_right

Chance-Constrained Programming with Decision-Dependent Uncertainty

Miguel Lejeune

SSRN Electronic Journal, 2018

View PDFchevron_right

Reformulation of general chance constrained problems using the penalty functions

Martin Branda

View PDFchevron_right

Penalty Cuts for GUB-Constrained Mixed Integer Programs

Fred Glover

View PDFchevron_right

A finite branch-and-bound algorithm for two-stage stochastic integer programs

Shabbir Ahmed

Mathematical Programming, 2004

View PDFchevron_right

Single cut and multicut SDDP with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments

Vincent Guigues

arXiv: Optimization and Control, 2019

View PDFchevron_right

Exploiting structure of chance constrained programs via submodularity

Damian Frick

Automatica

View PDFchevron_right

Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs

Kuo-Ling Huang

SIAM Journal on Optimization, 2018

View PDFchevron_right

Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures

Werner Roemisch

SIAM Journal on Optimization, 2012

View PDFchevron_right

Integrated Chance Constraints: Reduced Forms and an Algorithm

Willem Klein Haneveld

Computational Management Science, 2006

View PDFchevron_right

Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities

Miguel Lejeune

Operations Research, 2016

View PDFchevron_right

An Integer Programming Approach for Linear Programs with Probabilistic Constraints

shabbir ahmed

2007

View PDFchevron_right

Cutting plane method for multiple objective stochastic integer linear programming

Moncef Abbas

European Journal of Operational Research, 2006

View PDFchevron_right

A branch and bound method for stochastic integer problems under probabilistic constraints

Andrzej Ruszczynski

Optimization Methods and Software, 2002

View PDFchevron_right

Branch-and-cut for combinatorial optimization problems without auxiliary binary variables

Ismael de Farias

The Knowledge Engineering Review, 2001

View PDFchevron_right

Integer Set Reduction for Stochastic Mixed-Integer Programming

Lewis Ntaimo

arXiv (Cornell University), 2016

View PDFchevron_right