A Review on the Performance of Linear and Mixed Integer Two-Stage Stochastic Programming Software
Algorithms, 2022 This paper presents a tutorial on the state-of-the-art software for the solution of two-stage (mixed-integer) linear stochastic programs and provides a list of software designed for this purpose.
Juan J. Torres +3 more
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Energies, 2023 This paper addresses the optimal stochastic allocation of distributed energy resources in distribution networks. Typically, uncertain problems are analyzed in multistage formulations, including case generation routines, resulting in computationally ...
Diego Mendoza Osorio +1 more
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Benders Cut Classification via Support Vector Machines for Solving Two-Stage Stochastic Programs [PDF]
INFORMS Journal on Optimization, 2019 We consider Benders decomposition for solving two-stage stochastic programs with complete recourse based on finite samples of the uncertain parameters. We define the Benders cuts binding at the final optimal solution or the ones significantly improving ...
Huiwen Jia, Siqian Shen
semanticscholar +1 more source
Same-day delivery time-guarantee problem in online retail
Communications in Transportation Research, 2023 This study introduces the same-day delivery time-guarantee (SDDTG) problem for supporting online retail. In the SDDTG, orders are placed online and are processed and delivered from a depot to customer locations in the same day.
Hossein Fotouhi, Elise Miller-Hooks
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Volumetric Barrier Cutting Plane Algorithms for Stochastic Linear Semi-Infinite Optimization
IEEE Access, 2020 In this paper, we study the two-stage stochastic linear semi-infinite programming with recourse to handle uncertainty in data defining (deterministic) linear semi-infinite programming.
Baha Alzalg, Asma Gafour, Lewa Alzaleq
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Measuring Accessibility to Medical Centers in Isfahan City Using 2SFCA Method [PDF]
جغرافیا و برنامهریزی محیطی, 2023 One of the most important challenges facing policymakers and urban planners in recent decades is the issue of accessibility to a variety of urban services. The main purpose of this study was thecalculation of the accessibility of census blocks to medical
Ansar Gholami +3 more
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On sample average approximation for two-stage stochastic programs without relatively complete recourse [PDF]
Mathematical programming, 2019 We investigate sample average approximation (SAA) for two-stage stochastic programs without relatively complete recourse, i.e., for problems in which there are first-stage feasible solutions that are not guaranteed to have a feasible recourse action.
Rui Chen, James R. Luedtke
semanticscholar +1 more source
Unbalanced Distribution System Expansion and Energy Storage Planning Under Wildfire Risk
IEEE Access, 2023 Reducing the risks of wildfire ignition has become a major concern for many electric utilities. In recent years, they have relied on Public Safety Power Shutoff (PSPS) programs to de-energize select power lines to prevent wildfire risks. A cost-effective
Augusto Zanin Bertoletti +1 more
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Parameterized algorithms for block-structured integer programs with large entries [PDF]
TheoretiCSWe study two classic variants of block-structured integer programming. Two-stage stochastic programs are integer programs of the form $\{A_i \mathbf{x} + D_i \mathbf{y}_i = \mathbf{b}_i\textrm{ for all }i=1,\ldots,n\}$, where $A_i$ and $D_i$ are bounded ...
Jana Cslovjecsek +4 more
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A new convergent hybrid learning algorithm for two-stage stochastic programs
European Journal of Operational Research, 2020 This study proposes a new hybrid learning algorithm to approximate the expected recourse function for two-stage stochastic programs. The proposed algorithm, which is called projected stochastic hybrid learning algorithm, is a hybrid of piecewise linear ...
Shaorui Zhou +4 more
semanticscholar +1 more source