Results 251 to 260 of about 251,693 (300)

Solving two-stage stochastic integer programs via representation learning

Neural Networks
Solving stochastic integer programs (SIPs) is extremely intractable due to the high computational complexity. To solve two-stage SIPs efficiently, we propose a conditional variational autoencoder (CVAE) for scenario representation learning. A graph convolutional network (GCN) based VAE embeds scenarios into a low-dimensional latent space, conditioned ...
Yaoxin Wu, Zhiguang Cao, Wen Song, Yingqian Zhang   +3 more
openaire   +2 more sources

Stochastic decomposition for risk-averse two-stage stochastic linear programs

Journal of Global Optimization
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Prasad Parab, Lewis Ntaimo, Bernardo Pagnoncelli   +2 more
openaire   +2 more sources

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

Journal of Global Optimization, 2019
Can Li, I. Grossmann
semanticscholar   +1 more source

Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse

INFORMS journal on computing, 2018
W. Ackooij, W. Oliveira, Yongjia Song
semanticscholar   +1 more source

A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs

Mathematical programming, 2018
Leonardo Lozano, J. Smith
semanticscholar   +1 more source

L-shaped decomposition of two-stage stochastic programs with integer recourse

Mathematical programming, 1998
Claus C. Carøe, J. Tind
semanticscholar   +1 more source

An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse

SIAM Journal on Optimization, 2015
Yongjia Song, James R. Luedtke
semanticscholar   +1 more source

On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables

Mathematical programming, 2006
H. Sherali, Xiaomei Zhu
semanticscholar   +1 more source

Quantitative stability of full random two-stage stochastic programs with recourse

Optimization Letters, 2015
Youpan Han, Zhiping Chen
semanticscholar   +1 more source

Simulation-based confidence bounds for two-stage stochastic programs

Mathematical programming, 2013
P. Glynn, G. Infanger
semanticscholar   +1 more source