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Duality Gaps in Stochastic Integer Programming
Journal of Global Optimization, 2000The note is related to a previous work by \textit{J. R. Birge} and \textit{M. A. H. Dempster} [J. Global Optim. 9, 417-541 (1996; Zbl 0870.90067)] on the duality gap between a mixed integer 0-1 stochastic program and a certain Lagrangian dual. The authors provide an example showing that the duality gap does not necessarily vanish as the size of the ...
Suvrajeet Sen +2 more
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Stochastic programming with integer variables
Mathematical Programming, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Stochastic integer programming:General models and algorithms
Annals of Operations Research, 1999zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Klein Haneveld, W.K. +1 more
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2011
As seen in Section 3.3, properties of stochastic integer programs are scarce. The absence of general efficient methods reflects this difficulty. Several techniques have been proposed in the recent years. As in deterministic integer programs, many of them are based on either a branching scheme or a reformulation scheme. The reader unfamiliar with either
Francois Louveaux, John R. Birge
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As seen in Section 3.3, properties of stochastic integer programs are scarce. The absence of general efficient methods reflects this difficulty. Several techniques have been proposed in the recent years. As in deterministic integer programs, many of them are based on either a branching scheme or a reformulation scheme. The reader unfamiliar with either
Francois Louveaux, John R. Birge
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Bilevel Integer Programs with Stochastic Right-Hand Sides
INFORMS Journal on Computing, 2021We develop an exact value function-based approach to solve a class of bilevel integer programs with stochastic right-hand sides. We first study structural properties and design two methods to efficiently construct the value function of a bilevel integer program.
Junlong Zhang, Osman Y. Özaltin
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On Parallelizing Dual Decomposition in Stochastic Integer Programming
SSRN Electronic Journal, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Miles Lubin +3 more
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A hierarchy of bounds for stochastic mixed-integer programs
Mathematical Programming, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Burhaneddin Sandikçi +2 more
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Stochastic Integer Programming.
1997no abstract.
Stougie, L., van der Vlerk, M.H.
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Stochastic Mixed-Integer Programming
2019In this chapter we consider a generalization of the recourse model in Chap. 3, obtained by allowing integrality restrictions on some or all of the decision variables. First we give some motivation why such mixed-integer recourse models are useful and interesting. Following the presentation of the general model, we give several examples of applications.
Willem K. Klein Haneveld +2 more
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The integer L-shaped method for stochastic integer programs with complete recourse
Operations Research Letters, 1993zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gilbert Laporte, François V. Louveaux
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