메뉴 건너뛰기




Volumn 256, Issue 2, 2017, Pages 487-499

A new cross decomposition method for stochastic mixed-integer linear programming

Author keywords

Benders decomposition; Cross decomposition; Dantzig Wolfe decomposition; Mixed integer linear programming; Stochastic programming

Indexed keywords

CHAINS; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS; SUPPLY CHAINS;

EID: 85016478280     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2016.08.005     Document Type: Article
Times cited : (15)

References (47)
  • 1
    • 0002938084 scopus 로고
    • A column generation algorithm for a ship scheduling problem
    • Applegren, L.H., A column generation algorithm for a ship scheduling problem. Transportation Science 3 (1969), 53–68.
    • (1969) Transportation Science , vol.3 , pp. 53-68
    • Applegren, L.H.1
  • 3
    • 0000816725 scopus 로고    scopus 로고
    • Branch and price: Column generation for solving huge integer programs
    • Barnhart, C., Johnson, E., Branch and price: Column generation for solving huge integer programs. Operations Research 46 (1998), 316–329.
    • (1998) Operations Research , vol.46 , pp. 316-329
    • Barnhart, C.1    Johnson, E.2
  • 4
    • 9644308639 scopus 로고
    • Partitioning procedures for solving mixed-variables programming problems
    • Benders, J., Partitioning procedures for solving mixed-variables programming problems. Numerische Mathematik 4 (1962), 238–252.
    • (1962) Numerische Mathematik , vol.4 , pp. 238-252
    • Benders, J.1
  • 7
    • 0032674969 scopus 로고    scopus 로고
    • Dual decomposition in stochastic integer programming
    • Caroe, C., Schultz, R., Dual decomposition in stochastic integer programming. Operation Research Letters 24 (1999), 37–45.
    • (1999) Operation Research Letters , vol.24 , pp. 37-45
    • Caroe, C.1    Schultz, R.2
  • 8
    • 84855297105 scopus 로고    scopus 로고
    • Benders decomposition for large-scale uncapacited hub location
    • Contreras, I., Cordeau, J., Laporte, G., Benders decomposition for large-scale uncapacited hub location. Operation Research 59 (2011), 1477–1490.
    • (2011) Operation Research , vol.59 , pp. 1477-1490
    • Contreras, I.1    Cordeau, J.2    Laporte, G.3
  • 10
    • 85026605135 scopus 로고    scopus 로고
    • CPLEX (2014). version 12.5. Armonk, New York: International Business Machines Corporation.
    • CPLEX (2014). version 12.5. Armonk, New York: International Business Machines Corporation.
  • 12
    • 0001391104 scopus 로고
    • The decomposition principle for linear programs
    • Dantzig, G., Wolfe, P., The decomposition principle for linear programs. Operations Research 8 (1960), 101–111.
    • (1960) Operations Research , vol.8 , pp. 101-111
    • Dantzig, G.1    Wolfe, P.2
  • 13
    • 85026610879 scopus 로고    scopus 로고
    • A primer in column generation Springer US
    • Desaulniers, G., Desrosiers, J., Solomon, M., (eds.) (Trans.) A primer in column generation, 2005, Springer, US.
    • (2005)
    • Desaulniers, G.1    Desrosiers, J.2    Solomon, M.3
  • 14
    • 0002814836 scopus 로고
    • A column generation approach to the urban transit crew scheduling problem
    • Desrosiers, J., Marco, E.L., A column generation approach to the urban transit crew scheduling problem. Transportation Science 23 (1989), 1–13.
    • (1989) Transportation Science , vol.23 , pp. 1-13
    • Desrosiers, J.1    Marco, E.L.2
  • 15
    • 0019477279 scopus 로고
    • Lagrangian relaxation methods for solving integer programming problems
    • Fisher, M., Lagrangian relaxation methods for solving integer programming problems. INFORMS 27 (1981), 1–18.
    • (1981) INFORMS , vol.27 , pp. 1-18
    • Fisher, M.1
  • 16
    • 0022031091 scopus 로고
    • An applications oriented guide to lagrangian relaxation
    • Fisher, M., An applications oriented guide to lagrangian relaxation. Interfaces 12 (1985), 10–21.
    • (1985) Interfaces , vol.12 , pp. 10-21
    • Fisher, M.1
  • 17
    • 0016965149 scopus 로고
    • The engine scheduling problem in a railway network
    • Florian, M., Guerin, G., Bushel, G., The engine scheduling problem in a railway network. INFORMS 14 (1976), 121–138.
    • (1976) INFORMS , vol.14 , pp. 121-138
    • Florian, M.1    Guerin, G.2    Bushel, G.3
  • 18
    • 25444456610 scopus 로고    scopus 로고
    • About lagrangian methods in integer optimization
    • Frangioni, A., About lagrangian methods in integer optimization. Annals of Operations Research 139 (2005), 163–193.
    • (2005) Annals of Operations Research , vol.139 , pp. 163-193
    • Frangioni, A.1
  • 21
    • 0002554041 scopus 로고
    • Lagrangean relaxation for integer programming
    • Geoffrion, A.M., Lagrangean relaxation for integer programming. Mathematical Programming Study 2 (1974), 82–114.
    • (1974) Mathematical Programming Study , vol.2 , pp. 82-114
    • Geoffrion, A.M.1
  • 22
    • 0023451776 scopus 로고
    • Lagrangean decomposition: A model yielding stronger Lagrangean bounds
    • Guignard, M., Kim, S., Lagrangean decomposition: A model yielding stronger Lagrangean bounds. Mathematical Programming 39 (1987), 215–228.
    • (1987) Mathematical Programming , vol.39 , pp. 215-228
    • Guignard, M.1    Kim, S.2
  • 24
    • 84890168538 scopus 로고
    • A generalized approach to Dantzig–Wolfe decomposition for concave programs
    • Holloway, C.A., A generalized approach to Dantzig–Wolfe decomposition for concave programs. Operations Research 21:1 (1973), 210–220.
    • (1973) Operations Research , vol.21 , Issue.1 , pp. 210-220
    • Holloway, C.A.1
  • 25
    • 34249957342 scopus 로고
    • On the convergence of cross decomposition
    • Holmberg, K., On the convergence of cross decomposition. Mathematical Programming 47 (1990), 269–296.
    • (1990) Mathematical Programming , vol.47 , pp. 269-296
    • Holmberg, K.1
  • 26
    • 0031075080 scopus 로고    scopus 로고
    • Mean value cross decomposition applied to integer programming problems
    • Holmberg, K., Mean value cross decomposition applied to integer programming problems. European Journal of Operational Research 97 (1997), 124–138.
    • (1997) European Journal of Operational Research , vol.97 , pp. 124-138
    • Holmberg, K.1
  • 27
    • 0032047017 scopus 로고    scopus 로고
    • Optimal planning and scheduling of offshore oil field infrastructure investment and operations
    • Iyer, R., Grossmann, I., Optimal planning and scheduling of offshore oil field infrastructure investment and operations. Industrial and Engineering Chemistry Research 37 (1998), 1380–1397.
    • (1998) Industrial and Engineering Chemistry Research , vol.37 , pp. 1380-1397
    • Iyer, R.1    Grossmann, I.2
  • 28
    • 0003487947 scopus 로고
    • Optimization theory for large systems
    • first ed. Macmillian Toronto, Canada
    • Lasdon, L., Optimization theory for large systems. first ed., 1970, Macmillian, Toronto, Canada.
    • (1970)
    • Lasdon, L.1
  • 29
    • 74349131396 scopus 로고    scopus 로고
    • Recipe determination and scheduling of gasoline blending operations
    • Li, J., Karimi, I., Scrinivasan, R., Recipe determination and scheduling of gasoline blending operations. AICHE 56 (2010), 441–465.
    • (2010) AICHE , vol.56 , pp. 441-465
    • Li, J.1    Karimi, I.2    Scrinivasan, R.3
  • 30
    • 80255138320 scopus 로고    scopus 로고
    • Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs
    • Li, X., Tomasgard, A., Barton, P.I., Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs. Journal of Optimization Theory and Applications 151 (2011), 425–454.
    • (2011) Journal of Optimization Theory and Applications , vol.151 , pp. 425-454
    • Li, X.1    Tomasgard, A.2    Barton, P.I.3
  • 31
    • 30344453380 scopus 로고    scopus 로고
    • Selected topics in column generation
    • Lubbecke, M.E., Desrosiers, J., Selected topics in column generation. Operation Research 53 (2005), 1007–1023.
    • (2005) Operation Research , vol.53 , pp. 1007-1023
    • Lubbecke, M.E.1    Desrosiers, J.2
  • 32
    • 0019563311 scopus 로고
    • Accelerating Benders decomposition: Algorithmic enhancement and model selection criteria
    • Magnanti, R.T., Wong, T.L., Accelerating Benders decomposition: Algorithmic enhancement and model selection criteria. Operation Research 29 (1981), 464–484.
    • (1981) Operation Research , vol.29 , pp. 464-484
    • Magnanti, R.T.1    Wong, T.L.2
  • 33
    • 84876588332 scopus 로고    scopus 로고
    • Robust scenario formulations for strategic supply chain optimization under uncertainty
    • McClean, K., Li, X., Robust scenario formulations for strategic supply chain optimization under uncertainty. Industrial and Engineering Chemistry Research 52 (2013), 5721–5734.
    • (2013) Industrial and Engineering Chemistry Research , vol.52 , pp. 5721-5734
    • McClean, K.1    Li, X.2
  • 34
    • 84930008891 scopus 로고    scopus 로고
    • Novel formulation and efficient solution strategy for strategic optimization of an industrial chemical supply chain under demand uncertainty
    • McClean, K., Ogbe, E., Li, X., Novel formulation and efficient solution strategy for strategic optimization of an industrial chemical supply chain under demand uncertainty. The Canadian Journal of Chemical Engineering 93 (2015), 971–985.
    • (2015) The Canadian Journal of Chemical Engineering , vol.93 , pp. 971-985
    • McClean, K.1    Ogbe, E.2    Li, X.3
  • 35
    • 84902959280 scopus 로고    scopus 로고
    • A novel cross-decomposition multi-cut scheme for two-stage stochastic programming
    • Mitra, S., Garcia-Herreros, P., Grossmann, I., A novel cross-decomposition multi-cut scheme for two-stage stochastic programming. Computer Aided Chemical Engineering 33 (2014), 241–246.
    • (2014) Computer Aided Chemical Engineering , vol.33 , pp. 241-246
    • Mitra, S.1    Garcia-Herreros, P.2    Grossmann, I.3
  • 36
    • 84962007167 scopus 로고    scopus 로고
    • A cross-decomposition scheme with integrated primal–dual multi-cuts for two-stage stochastic programming investment planning problems
    • Mitra, S., Garcia-Herreros, P., Grossmann, I.E., A cross-decomposition scheme with integrated primal–dual multi-cuts for two-stage stochastic programming investment planning problems. Mathematical Programming 157:1 (2016), 95–119.
    • (2016) Mathematical Programming , vol.157 , Issue.1 , pp. 95-119
    • Mitra, S.1    Garcia-Herreros, P.2    Grossmann, I.E.3
  • 37
    • 33748453338 scopus 로고    scopus 로고
    • Stabilized column generation for highly degenerate multiple-depot vehicle scheduling problems
    • Oukil, A., Amor, H., Desrosiers, J., Gueddari, H., Stabilized column generation for highly degenerate multiple-depot vehicle scheduling problems. Computers and Operations Research 34 (2007), 817–834.
    • (2007) Computers and Operations Research , vol.34 , pp. 817-834
    • Oukil, A.1    Amor, H.2    Desrosiers, J.3    Gueddari, H.4
  • 38
    • 71749095341 scopus 로고    scopus 로고
    • Supply chain optimization for the process industries: Advances and opportunities
    • Papageorgiou, L., Supply chain optimization for the process industries: Advances and opportunities. Computers and Chemical Engineering 33:12 (2009), 1931–1938.
    • (2009) Computers and Chemical Engineering , vol.33 , Issue.12 , pp. 1931-1938
    • Papageorgiou, L.1
  • 39
    • 0001572085 scopus 로고
    • Reformulation of the multiperiod MILP model for capacity expansion of chemical processes
    • Sahinidis, N., Grossman, I., Reformulation of the multiperiod MILP model for capacity expansion of chemical processes. Operations Research 40 (1992), S127–S144.
    • (1992) Operations Research , vol.40 , pp. S127-S144
    • Sahinidis, N.1    Grossman, I.2
  • 40
    • 0014534894 scopus 로고
    • L-shaped linear programs with applications to optimal control and stochastic programming
    • Slyke, R.M.V., Wets, R., L-shaped linear programs with applications to optimal control and stochastic programming. SIAM Journal on Applied Mathematics 17 (1969), 638–663.
    • (1969) SIAM Journal on Applied Mathematics , vol.17 , pp. 638-663
    • Slyke, R.M.V.1    Wets, R.2
  • 41
    • 25144463125 scopus 로고    scopus 로고
    • Reliable models for facility: The expected failure cost case
    • Snyder, L., Daskin, M., Reliable models for facility: The expected failure cost case. Transportation Science 39 (2005), 400–416.
    • (2005) Transportation Science , vol.39 , pp. 400-416
    • Snyder, L.1    Daskin, M.2
  • 42
    • 0020588728 scopus 로고
    • Cross decomposition for mixed integer programming
    • Van Roy, T.J., Cross decomposition for mixed integer programming. Mathematical programming 25:1 (1983), 46–63.
    • (1983) Mathematical programming , vol.25 , Issue.1 , pp. 46-63
    • Van Roy, T.J.1
  • 43
    • 0022613611 scopus 로고
    • A cross decomposition algorithm for capacitated facility location
    • Van Roy, T.J., A cross decomposition algorithm for capacitated facility location. Operations Research 34 (1986), 145–163.
    • (1986) Operations Research , vol.34 , pp. 145-163
    • Van Roy, T.J.1
  • 45
    • 0033725783 scopus 로고    scopus 로고
    • On Dantzig/Wolfe decomposition for integer programming and ways to perform branching in the branch-and-price algorithm
    • Vanderbeck, F., On Dantzig/Wolfe decomposition for integer programming and ways to perform branching in the branch-and-price algorithm. Operations Research 48 (2000), 111–128.
    • (2000) Operations Research , vol.48 , pp. 111-128
    • Vanderbeck, F.1
  • 46
    • 32644453668 scopus 로고    scopus 로고
    • A generic view of Dantzig/Wolfe decomposition for mixed integer programming
    • Vanderbeck, F., A generic view of Dantzig/Wolfe decomposition for mixed integer programming. Operation Research Letters 23 (2006), 296–306.
    • (2006) Operation Research Letters , vol.23 , pp. 296-306
    • Vanderbeck, F.1
  • 47
    • 81255179529 scopus 로고    scopus 로고
    • Branching in branch-and-price: A generic scheme
    • Vanderbeck, F., Branching in branch-and-price: A generic scheme. Mathematical Programming 130 (2011), 249–294.
    • (2011) Mathematical Programming , vol.130 , pp. 249-294
    • Vanderbeck, F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.