10 search results - page 1 / 2 » Computations with disjunctive cuts for two-stage stochastic ... |
IOR
2010
13 years 3 months ago
2010
This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting plane...
ISAAC
2010
Springer
13 years 2 months ago
2010
Springer
Abstract. We consider the Steiner tree problem under a 2-stage stochastic model with recourse and finitely many scenarios (SSTP). Thereby, edges are purchased in the first stage wh...
JGO
2008
13 years 4 months ago
2008
Two-stage stochastic mixed-integer programming (SMIP) problems with recourse are generally difficult to solve. This paper presents a first computational study of a disjunctive cut...
COLOGNETWENTE
2009
13 years 6 months ago
2009
Abstract Within the context of solving Mixed-Integer Linear Programs by a Branch-andCut algorithm, we propose a new strategy for branching. Computational experiments show that, on ...
ANOR
2005
13 years 4 months ago
2005
Abstract. This is an overview of the significance and main uses of projection, lifting and extended formulation in integer and combinatorial optimization. Its first two sections de...