On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs [PDF]
INFORMS journal on computing, 2021 We investigate new methods for generating Lagrangian cuts to solve two-stage stochastic integer programs. Lagrangian cuts can be added to a Benders reformulation and are derived from solving single scenario integer programming subproblems identical to ...
Rui Chen, James R. Luedtke
semanticscholar +1 more source
Quantitative stability analysis of stochastic generalized equations [PDF]
, 2014 We consider the solution of a system of stochastic generalized equations (SGE) where the underlying functions are mathematical expectation of random set-valued mappings.
Dentcheva D. +8 more
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Entropic approximation for mathematical programs with robust equilibrium constraints [PDF]
, 2014 In this paper, we consider a class of mathematical programs with robust equilibrium constraints represented by a system of semi-infinite complementarity constraints (SIC C). We propose a numerical scheme for tackling SICC.
Azé D. +6 more
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A comment on "computational complexity of stochastic programming problems" [PDF]
, 2015 Although stochastic programming problems were always believed to be computationally challenging, this perception has only recently received a theoretical justification by the seminal work of Dyer and Stougie (Math Program A 106(3):423–432, 2006). Amongst
Hanasusanto, GA, Kuhn, D, Wiesemann, W
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Neutral vs. non-neutral genetic footprints of Plasmodium falciparum multiclonal infections.
PLoS Computational Biology, 2023 At a time when effective tools for monitoring malaria control and eradication efforts are crucial, the increasing availability of molecular data motivates their application to epidemiology.
Frédéric Labbé +8 more
doaj +1 more source
Multiplier Stabilization Applied to Two-Stage Stochastic Programs [PDF]
Journal of Optimization Theory and Applications, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Clara Lage +2 more
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Theory and Applications of Robust Optimization [PDF]
, 2010 In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the ...
Banerjee O. +10 more
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Decomposition Algorithms for Stochastic Programming on a Computational Grid [PDF]
, 2001 We describe algorithms for two-stage stochastic linear programming with recourse and their implementation on a grid computing platform. In particular, we examine serial and asynchronous versions of the L-shaped method and a trust-region method.
Linderoth, Jeff, Wright, Stephen
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A polynomial-time algorithm for optimizing over N-fold 4-block decomposable integer programs
, 2009 In this paper we generalize N-fold integer programs and two-stage integer programs with N scenarios to N-fold 4-block decomposable integer programs. We show that for fixed blocks but variable N, these integer programs are polynomial-time solvable for any
A. Schrijver +16 more
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Oscillating Cosmological Solutions in the Modified Theory of Induced Gravity
Advances in Astronomy, 2019 This work is the extension of author’s research, where the modified theory of induced gravity (MTIG) is proposed. In the framework of the MTIG, the mechanism of phase transitions and the description of multiphase behavior of the cosmological scenario are
Farkhat Zaripov
doaj +1 more source