Results 1 to 10 of about 256,078 (211)
Stochastic integer programming for multi-disciplinary outpatient clinic planning. [PDF]
Health Care Manag Sci, 2019 Scheduling appointments in a multi-disciplinary clinic is complex, since coordination between disciplines is required. The design of a blueprint schedule for a multi-disciplinary clinic with open access requirements requires an integrated optimization ...
Leeftink AG, Vliegen IMH, Hans EW.
europepmc +2 more sources
Mathematics, 2021 A matheuristic approach based on a reduced two-stage Stochastic Integer Linear Programming (SILP) model is presented. The proposed approach is suitable for obtaining a policy constructed dynamically on the go during the rollout algorithm.
Wadi Khalid Anuar +3 more
doaj +2 more sources
Finiteness theorems in stochastic integer programming [PDF]
Foundations of Computational Mathematics, 2005 We study Graver test sets for families of linear multi-stage stochastic integer programs with varying number of scenarios. We show that these test sets can be decomposed into finitely many ``building blocks'', independent of the number of scenarios, and ...
Aschenbrenner, Matthias +1 more
core +3 more sources
Approximation in stochastic integer programming [PDF]
, 2003 Approximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate ...
Stougie, Leen, Vlerk, Maarten H. van der
core +9 more sources
Approximation in two-stage stochastic integer programming [PDF]
Surveys in Operations Research and Management Science, 2014 Approximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate the optimal solution value.
Ward Romeijnders, L. Stougie, M. Vlerk
semanticscholar +3 more sources
Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization [PDF]
Mathematical Programming, 2019 In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special cases, multistage stochastic convex optimization with non-Lipschitzian value functions and ...
Shixuan Zhang, X. Sun
semanticscholar +4 more sources
About a regional development model that takes into account environmental problems with budgeting uncertainty [PDF]
E3S Web of Conferences, 2021 Raw-materials base (hereinafter RMB) is one of the largest industries for financial investments in Russia. There are various mathematical descriptions for the development of regions with resource-based economy.
Novikov Artem
doaj +1 more source
Applications of Stochastic Mixed-Integer Second-Order Cone Optimization
IEEE Access, 2022 Second-order cone programming problems are a tractable subclass of convex optimization problems that can be solved using polynomial algorithms. In the last decade, stochastic second-order cone programming problems have been studied, and efficient ...
Baha Alzalg, Hadjer Alioui
doaj +1 more source
Stochastic Integer Programming by Dynamic Programming [PDF]
Statistica Neerlandica, 1985 AbstractStochastic integer programming is a suitable tool for modeling hierarchical decision situations with combinatorial features. In continuation of our work on the design and analysis of heuristics for such problems, we now try to find optimal solutions.
B.J. Lageweg +4 more
openaire +7 more sources
A study of progressive hedging for stochastic integer programming
Computational optimization and applications, 2023 Motivated by recent literature demonstrating the surprising effectiveness of the heuristic application of progressive hedging (PH) to stochastic mixed-integer programming (SMIP) problems, we provide theoretical support for the inclusion of integer ...
J. Christiansen +3 more
semanticscholar +1 more source