We propose a new class of stochastic integer programs whose special features are dominance constraints induced by mixed-integer linear recourse. For these models, we establish clo...
Mixed-Integer Programs (MIP's) involving logical implications modelled through big-M coefficients, are notoriously among the hardest to solve. In this paper we propose and an...
We introduce a new plan repair method for problems cast as Mixed Integer Programs. In order to tackle the inherent complexity of these NP-hard problems, our approach relies on the ...
Emmanuel Rachelson, Ala Ben Abbes, Sebastien Dieme...
In this paper we propose a new hybrid heuristic for solving 0-1 mixed integer programs based on the principle of variable neighbourhood decomposition search. It combines variable ...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...