TWO-STAGE STOCHASTIC MIXED 0-1 PROBLEM
Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems
... the two stage stochastic mixed 0-1 models have been ...where 0 − 1 and continuous variables appear at any ...the 0-1 variables and the ...
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Computations with Disjunctive Cuts for Two-Stage Stochastic Mixed 0-1 Integer Programs
... The results of the LP D algorithm on the SSLP and the SSCH test instances are encouraging. It is important to note that the SSLP test set has characteristics that seem to be amenable to this solution approach. These ...
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Two-Stage Stochastic Mixed Integer Linear Optimization
... master problem weak with respect to the right-hand side that led to the dropped dual function in the first ...master problem that takes advantage of this similarity by combining two or more piece- ...
177
Disjunctive decomposition for two-stage stochastic mixed-binary programs with random recourse
... for two-stage mixed 0-1 SIP with random ...SIP problem. New valid inequalities for mixed 0-1 SIP with random recourse are ...for mixed ...
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A branch-and-cut algorithm for two-stage stochastic mixed-binary programs with continuous first-stage variables
... address problem (1-2) include the BAC algorithm for SMIPs with mixed-binary variables in both stages derived by ...equivalent problem (DEP) of problem (1-2). [1] derives a ...
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Generating cluster submodels from two-stage stochastic mixed integer optimization models
... the problem are presented in [24, 27, 28], just for naming a few ...multistage stochastic mixed integer ...original stochastic problem by dualizing the NAC related to the nodes that ...
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Modified L-shaped Decomposition Method with Scenario Aggregation for a Two-Stage Stochastic Programming Problem
... in stochastic opti- mization models has ...such two-stage or multi-stage stochastic mixed-integer optimization problems is directly computationally intractable for large ...
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A two-stage stochastic integer programming approach
... The problem can be treated as a two-stage stochastic mixed 0–1 ...first stage constraints in the problemhave the 0–1 variables for determining the ...
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Water networks security: A two-stage mixed-integer stochastic program for sensor placement under uncertainty
... a stochastic approach for the optimal placement of sensors in municipal water networks to detect maliciously injected con- ...resulting problem involves optimization under ...first stage decision ...
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A two stage stochastic mixed integer program modelling and hybrid solution approach to portfolio selection problems
... the problem as a two-stage stochastic mixed-integer program with ...first- stage decisions represent current portfolio construction decisions while the second-stage ...
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A Two Stage Stochastic Programming Model of the Price Decision Problem in the Dual-channel Closed-loop Supply Chain
... deterministic mixed integer linear programming model is developed for integrated logistics network ...the stochastic counterpart of the proposed mixed integer linear programming model is developed by ...
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Two-stage stochastic programming model for the thermal optimal day-ahead bid problem with physical future contracts
... Two-stage Stochastic Programming Model for the Thermal Optimal Day-Ahead Bid Problem with Physical Future Contracts Cristina Corchero and ...a stochastic quadratic mixed-integer ...
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Solution methods and bounds for two-stage risk-neutral and multistage risk-averse stochastic mixed-integer programs with applications in energy and manufacturing
... in stochastic programming in situations where the decision maker is more concerned about large losses than average ...risk-averse stochastic program is multistage, however, one key issue of time consistency ...
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A two-stage stochastic view selection problem in database management systems
... the two-stage stochastic view selection problem (SVS), and we undertook a systematic study of the ...a stochastic programming model for the problem, and we proposed algorithms to ...
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A distributed asynchronous algorithm for the two-stage stochastic unit commitment problem
... speaking) |S| incremental subgradient iterations are equivalent to one subgradient iteration (in Fig. 2, at any iteration of the synchronous algorithm, the asynchronous algorithm uses the same step size). Under these ...
5
The Two-stage Stochastic View Selection Problem in OLAP Systems: Models and Algorithms.
... view-selection problem in the context of periodical “re-calibration” of the materialized views to optimize query-evaluation costs with changes in the query ...
131
Two-Stage Stochastic Linear Programs
... Recourse programs: some decisions (recourse actions) can be taken after uncertainty is disclosed. First-stage decisions: decisions taken before uncertainty is revealed[r] ...
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Parallel algorithms for two-stage stochastic optimization
... 3.1 Introduction This chapter presents our parallel algorithms for scalable stochastic integer optimization. Specifically, we are interested in problems with integer solutions, and hence, in BnB ap- proaches. ...
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Towards Distributed Two-Stage Stochastic Optimization
... To overcome this obstacle, we develop a variant of [4]’s algorithm that does satisfy the identical runs property. This is done by grouping the iterative process’ steps into phases so that vertex v requests the same ...
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Approximation in two-stage stochastic integer programming
... at two distinct levels: strategic decisions which have a long-term impact, and operational decisions which are depending on the strategic ...of two-stage recourse models, with strategic and ...
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