메뉴 건너뛰기




Volumn 177, Issue 1, 2010, Pages 139-150

Convex approximations for a class of mixed-integer recourse models

Author keywords

Convex approximation; Mixed integer recourse

Indexed keywords


EID: 77952545266     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-009-0591-7     Document Type: Article
Times cited : (19)

References (32)
  • 1
    • 0043237882 scopus 로고    scopus 로고
    • BFC, a branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0-1 programs
    • Alonso-Ayuso, A., Escudero, L. F., & Ortuño, M. T. (2003). BFC, a branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0-1 programs. European Journal of Operational Research, 151(3), 503-519.
    • (2003) European Journal of Operational Research , vol.151 , Issue.3 , pp. 503-519
    • Alonso-Ayuso, A.1    Escudero, L.F.2    Ortuño, M.T.3
  • 3
    • 0031221479 scopus 로고    scopus 로고
    • A cutting-plane approach to mixed 0-1 stochastic integer programs
    • Carøe, C. C., & Tind, J. (1997). A cutting-plane approach to mixed 0-1 stochastic integer programs. European Journal of Operational Research, 101(2), 306-316.
    • (1997) European Journal of Operational Research , vol.101 , Issue.2 , pp. 306-316
    • Carøe, C.C.1    Tind, J.2
  • 4
    • 33644529428 scopus 로고    scopus 로고
    • Computational complexity of stochastic programming problems
    • Dyer, M., & Stougie, L. (2006). Computational complexity of stochastic programming problems. Mathematical Programming, 106(3, Ser. A), 423-432.
    • (2006) Mathematical Programming , vol.106 , Issue.3 Ser. A , pp. 423-432
    • Dyer, M.1    Stougie, L.2
  • 5
    • 24944443290 scopus 로고    scopus 로고
    • Sequential pairing of mixed integer inequalities
    • Lecture notes in comput. sci, Berlin: Springer
    • Guan, Y., Ahmed, S., & Nemhauser, G. L. (2005). Sequential pairing of mixed integer inequalities. In Lecture notes in comput. sci.: Vol. 3509. Integer programming and combinatorial optimization (pp. 23-34). Berlin: Springer.
    • (2005) Integer Programming and Combinatorial Optimization , vol.3509 , pp. 23-34
    • Guan, Y.1    Ahmed, S.2    Nemhauser, G.L.3
  • 6
    • 0003410673 scopus 로고
    • Also available as PDF file e.g. via, New York: Wiley
    • Kall, P., & Wallace, S. W. (1994). Stochastic programming. New York: Wiley. Also available as PDF file e. g. via http://stoprog. org.
    • (1994) Stochastic Programming
    • Kall, P.1    Wallace, S.W.2
  • 9
    • 21344470855 scopus 로고    scopus 로고
    • An algorithm for the construction of convex hulls in simple integer recourse programming
    • Klein Haneveld, W. K., Stougie, L., & van der Vlerk, M. H. (1996). An algorithm for the construction of convex hulls in simple integer recourse programming. Annals of Operation Research, 64, 67-81.
    • (1996) Annals of Operation Research , vol.64 , pp. 67-81
    • Klein Haneveld, W.K.1    Stougie, L.2    van der Vlerk, M.H.3
  • 10
    • 33745726302 scopus 로고    scopus 로고
    • Simple integer recourse models: Convexity and convex approximations
    • Klein Haneveld, W. K., Stougie, L., & van der Vlerk, M. H. (2006). Simple integer recourse models: convexity and convex approximations. Mathematical Programming, 108(2-3), 435-473.
    • (2006) Mathematical Programming , vol.108 , Issue.2-3 , pp. 435-473
    • Klein Haneveld, W.K.1    Stougie, L.2    van der Vlerk, M.H.3
  • 11
    • 33745698308 scopus 로고    scopus 로고
    • Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach
    • Kong, N., Schaefer, A. J., & Hunsaker, B. (2006). Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach. Mathematical Programming, 108(2-3), 275-296.
    • (2006) Mathematical Programming , vol.108 , Issue.2-3 , pp. 275-296
    • Kong, N.1    Schaefer, A.J.2    Hunsaker, B.3
  • 12
    • 0000415520 scopus 로고
    • The integer L-shaped method for stochastic integer programs with complete recourse
    • Laporte, G., & Louveaux, F. V. (1993). The integer L-shaped method for stochastic integer programs with complete recourse. Operations Research Letters, 13, 133-142.
    • (1993) Operations Research Letters , vol.13 , pp. 133-142
    • Laporte, G.1    Louveaux, F.V.2
  • 13
    • 77950485307 scopus 로고    scopus 로고
    • Stochastic integer programming
    • Handbooks in operations research and management science, A. Ruszczynski and A. Shapiro (Eds.), Amsterdam: Elsevier
    • Louveaux, F. V., & Schultz, R. (2003). Stochastic integer programming. In A. Ruszczynski & A. Shapiro (Eds.), Handbooks in operations research and management science: Vol. 10. Stochastic programming (Chap. 4, pp. 213-266). Amsterdam: Elsevier.
    • (2003) Stochastic Programming , vol.10 , pp. 213-266
    • Louveaux, F.V.1    Schultz, R.2
  • 14
    • 34250079346 scopus 로고
    • Stochastic programming with simple integer recourse
    • Louveaux, F. V., & van der Vlerk, M. H. (1993). Stochastic programming with simple integer recourse. Mathematical Programming, 61, 301-325.
    • (1993) Mathematical Programming , vol.61 , pp. 301-325
    • Louveaux, F.V.1    van der Vlerk, M.H.2
  • 16
    • 0001565276 scopus 로고    scopus 로고
    • On optimal allocation of indivisibles under uncertainty
    • Norkin, V. I., Ermoliev, Yu. M., & Ruszczyński, A. (1998). On optimal allocation of indivisibles under uncertainty. Operational Research, 46(3), 381-395.
    • (1998) Operational Research , vol.46 , Issue.3 , pp. 381-395
    • Norkin, V.I.1    Ermoliev, Y.M.2    Ruszczyński, A.3
  • 18
    • 77950479202 scopus 로고    scopus 로고
    • Handbooks in operations research and management science, A. Ruszczynski and A. Shapiro (Eds.), Amsterdam: Elsevier
    • Ruszczynski, A., & Shapiro, A. (2003). Handbooks in operations research and management science: Vol. 10. Stochastic programming. Amsterdam: Elsevier.
    • (2003) Stochastic Programming , vol.10
  • 19
    • 0013258601 scopus 로고
    • Continuity properties of expectation functions in stochastic integer programming
    • Schultz, R. (1993). Continuity properties of expectation functions in stochastic integer programming. Mathematics of Operations Research, 18, 578-589.
    • (1993) Mathematics of Operations Research , vol.18 , pp. 578-589
    • Schultz, R.1
  • 20
    • 0001805304 scopus 로고
    • On structure and stability in stochastic programs with random technology matrix and complete integer recourse
    • Schultz, R. (1995). On structure and stability in stochastic programs with random technology matrix and complete integer recourse. Mathematical Programming, 70, 73-89.
    • (1995) Mathematical Programming , vol.70 , pp. 73-89
    • Schultz, R.1
  • 21
    • 1542351152 scopus 로고    scopus 로고
    • Risk aversion via excess probabilities in stochastic programs with mixed-integer recourse
    • Schultz, R., & Tiedemann, S. (2003). Risk aversion via excess probabilities in stochastic programs with mixed-integer recourse. SIAM Journal of Optimization (electronic), 14(1), 115-138.
    • (2003) SIAM Journal of Optimization (Electronic) , vol.14 , Issue.1 , pp. 115-138
    • Schultz, R.1    Tiedemann, S.2
  • 22
    • 29044440969 scopus 로고    scopus 로고
    • Conditional value-at-risk in stochastic programs with mixed-integer recourse
    • Schultz, R., & Tiedemann, S. (2006). Conditional value-at-risk in stochastic programs with mixed-integer recourse. Mathematical Programming, 105(2-3), 365-386.
    • (2006) Mathematical Programming , vol.105 , Issue.2-3 , pp. 365-386
    • Schultz, R.1    Tiedemann, S.2
  • 23
    • 24044484404 scopus 로고    scopus 로고
    • 2 algorithm for large scale stochastic mixed-integer programming: Set convexification
    • 2 algorithm for large scale stochastic mixed-integer programming: set convexification. Mathematical Programming, 104(1), 1-20.
    • (2005) Mathematical Programming , vol.104 , Issue.1 , pp. 1-20
    • Sen, S.1    Higle, J.L.2
  • 24
    • 31744441041 scopus 로고    scopus 로고
    • Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
    • Sen, S., & Sherali, H. D. (2006). Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming. Mathematical Programming, 106(2), 203-223.
    • (2006) Mathematical Programming , vol.106 , Issue.2 , pp. 203-223
    • Sen, S.1    Sherali, H.D.2
  • 25
    • 33745684007 scopus 로고    scopus 로고
    • On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
    • Sherali, H. D., & Zhu, X. (2006). On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables. Mathematical Programming, 108(2-3), 597-616.
    • (2006) Mathematical Programming , vol.108 , Issue.2-3 , pp. 597-616
    • Sherali, H.D.1    Zhu, X.2
  • 26
    • 33745712306 scopus 로고    scopus 로고
    • Solving a class of stochastic mixed-integer programs with branch and price
    • Silva, F., & Wood, R. K. (2006). Solving a class of stochastic mixed-integer programs with branch and price. Mathematical Programming, 108(2-3), 395-418.
    • (2006) Mathematical Programming , vol.108 , Issue.2-3 , pp. 395-418
    • Silva, F.1    Wood, R.K.2
  • 31
    • 85174220499 scopus 로고    scopus 로고
    • Simplification of recourse models by modification of recourse data
    • Lecture notes in economics and mathematical systems, K. Marti and Y. Ermoliev (Eds.), Berlin: Springer
    • van der Vlerk, M. H. (2003). Simplification of recourse models by modification of recourse data. In K. Marti & Y. Ermoliev (Eds.), Lecture notes in economics and mathematical systems: Vol. 532. Dynamic stochastic optimization (pp. 321-336). Berlin: Springer.
    • (2003) Dynamic Stochastic Optimization , vol.532 , pp. 321-336
    • van der Vlerk, M.H.1
  • 32
    • 21044440737 scopus 로고    scopus 로고
    • Convex approximations for complete integer recourse models
    • van der Vlerk, M. H. (2004). Convex approximations for complete integer recourse models. Mathematical Programming, 99(2), 297-310.
    • (2004) Mathematical Programming , vol.99 , Issue.2 , pp. 297-310
    • van der Vlerk, M.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.