A review on the performance of linear and mixed integer two-stage stochastic programming software
This paper presents a tutorial on the state-of-the-art software for the solution of two-stage
(mixed-integer) linear stochastic programs and provides a list of software designed for this …
(mixed-integer) linear stochastic programs and provides a list of software designed for this …
[图书][B] Integer programming
LA Wolsey - 2020 - books.google.com
A PRACTICAL GUIDE TO OPTIMIZATION PROBLEMS WITH DISCRETE OR INTEGER
VARIABLES, REVISED AND UPDATED The revised second edition of Integer Programming …
VARIABLES, REVISED AND UPDATED The revised second edition of Integer Programming …
Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness
S Küçükyavuz, R Jiang - EURO Journal on Computational Optimization, 2022 - Elsevier
Chance-constrained programming (CCP) is one of the most difficult classes of optimization
problems that has attracted the attention of researchers since the 1950s. In this survey, we …
problems that has attracted the attention of researchers since the 1950s. In this survey, we …
Strong optimal classification trees
Decision trees are among the most popular machine learning models and are used routinely
in applications ranging from revenue management and medicine to bioinformatics. In this …
in applications ranging from revenue management and medicine to bioinformatics. In this …
Integrated backup rolling stock allocation and timetable rescheduling with uncertain time-variant passenger demand under disruptive events
Railway traffic management focuses on regulating train movements and delivering improved
service quality to passengers; however, such efforts are subject to many uncertainties in …
service quality to passengers; however, such efforts are subject to many uncertainties in …
A two-stage stochastic integer programming approach to integrated staffing and scheduling with application to nurse management
K Kim, S Mehrotra - Operations Research, 2015 - pubsonline.informs.org
We study the problem of integrated staffing and scheduling under demand uncertainty. This
problem is formulated as a two-stage stochastic integer program with mixed-integer …
problem is formulated as a two-stage stochastic integer program with mixed-integer …
Improving the integer L-shaped method
We consider the integer L-shaped method for two-stage stochastic integer programs. To
improve the performance of the algorithm, we present and combine two strategies. First, to …
improve the performance of the algorithm, we present and combine two strategies. First, to …
An introduction to two-stage stochastic mixed-integer programming
S Küçükyavuz, S Sen - Leading Developments from …, 2017 - pubsonline.informs.org
This paper provides an introduction to algorithms for two-stage stochastic mixed-integer
programs. Our focus is on methods that decompose the problem by scenarios representing …
programs. Our focus is on methods that decompose the problem by scenarios representing …
An integer L-shaped algorithm for the integrated location and network restoration problem in disaster relief
Being prepared for potential disaster scenarios enables government agencies and
humanitarian organizations to respond effectively once the disaster hits. In the literature, two …
humanitarian organizations to respond effectively once the disaster hits. In the literature, two …
A two-stage stochastic programming approach for influence maximization in social networks
HH Wu, S Küçükyavuz - Computational Optimization and Applications, 2018 - Springer
We consider stochastic influence maximization problems arising in social networks. In
contrast to existing studies that involve greedy approximation algorithms with a 63 …
contrast to existing studies that involve greedy approximation algorithms with a 63 …