Inexact stabilized Benders’ decomposition approaches with application to chance-constrained problems with finite support
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DOI: 10.1007/s10589-016-9851-z
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- Holger Berthold & Holger Heitsch & René Henrion & Jan Schwientek, 2022. "On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 96(1), pages 1-37, August.
- T. González Grandón & H. Heitsch & R. Henrion, 2017. "A joint model of probabilistic/robust constraints for gas transport management in stationary networks," Computational Management Science, Springer, vol. 14(3), pages 443-460, July.
- Wim Ackooij & Welington Oliveira & Yongjia Song, 2019. "On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems," Computational Optimization and Applications, Springer, vol. 74(1), pages 1-42, September.
- Lukáš Adam & Martin Branda & Holger Heitsch & René Henrion, 2020. "Solving joint chance constrained problems using regularization and Benders’ decomposition," Annals of Operations Research, Springer, vol. 292(2), pages 683-709, September.
- Martina Kuchlbauer & Frauke Liers & Michael Stingl, 2022. "Outer Approximation for Mixed-Integer Nonlinear Robust Optimization," Journal of Optimization Theory and Applications, Springer, vol. 195(3), pages 1056-1086, December.
- Shuai Liu, 2019. "A simple version of bundle method with linear programming," Computational Optimization and Applications, Springer, vol. 72(2), pages 391-412, March.
- Daniel Baena & Jordi Castro & Antonio Frangioni, 2020. "Stabilized Benders Methods for Large-Scale Combinatorial Optimization, with Application to Data Privacy," Management Science, INFORMS, vol. 66(7), pages 3051-3068, July.
- Xiao Liu & Simge Küçükyavuz, 2018. "A polyhedral study of the static probabilistic lot-sizing problem," Annals of Operations Research, Springer, vol. 261(1), pages 233-254, February.
- W. Ackooij & S. Demassey & P. Javal & H. Morais & W. Oliveira & B. Swaminathan, 2021. "A bundle method for nonsmooth DC programming with application to chance-constrained problems," Computational Optimization and Applications, Springer, vol. 78(2), pages 451-490, March.
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Keywords
Benders’ decomposition; Chance-constrained problems; Mixed-integer optimization; Nonsmooth optimization; Stabilization; Inexact function computation;All these keywords.
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