Stochastic integer programming:General models and algorithms

被引:0
|
作者
Willem K. Klein Haneveld
Maarten H. van der Vlerk
机构
来源
关键词
General Model; Structural Property; Integer Programming; Stochastic Integer Programming;
D O I
暂无
中图分类号
学科分类号
摘要
We survey structural properties of and algorithms for stochastic integer programmingmodels, mainly considering linear two‐stage models with mixed‐integer recourse (and theirmulti‐stage extensions).
引用
收藏
页码:39 / 57
页数:18
相关论文
共 50 条
  • [1] Stochastic integer programming: General models and algorithms
    Haneveld, WKK
    van der Vlerk, MH
    ANNALS OF OPERATIONS RESEARCH, 1999, 85 (0) : 39 - 57
  • [2] INTEGER AND MIXED-INTEGER PROGRAMMING MODELS - GENERAL PROPERTIES
    MEYER, RR
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1975, 16 (3-4) : 191 - 206
  • [3] ALGORITHMS FOR INTEGER PROGRAMMING
    Woeginger, Gerhard J.
    Eisenbrand, Friedrich
    BULLETIN OF THE EUROPEAN ASSOCIATION FOR THEORETICAL COMPUTER SCIENCE, 2008, (96): : 45 - 57
  • [4] Testable implications of general equilibrium models: An integer programming approach
    Cherchye, Laurens
    Demuynck, Thomas
    De Rock, Bram
    JOURNAL OF MATHEMATICAL ECONOMICS, 2011, 47 (4-5) : 564 - 575
  • [5] Stochastic programming with integer variables
    Schultz, R
    MATHEMATICAL PROGRAMMING, 2003, 97 (1-2) : 285 - 309
  • [6] Stochastic programming with integer variables
    Rüdiger Schultz
    Mathematical Programming, 2003, 97 : 285 - 309
  • [7] SUBOPTIMAL ALGORITHMS IN INTEGER PROGRAMMING
    KOVALEV, MM
    KOTOV, VM
    DOKLADY AKADEMII NAUK BELARUSI, 1982, 26 (11): : 969 - 972
  • [8] EVALUATING MIXED INTEGER PROGRAMMING MODELS FOR SOLVING STOCHASTIC INVENTORY PROBLEMS
    Bluemink, Bas
    de Kok, A. G.
    Srinivasan, Balan
    Uzsoy, Reha
    2019 WINTER SIMULATION CONFERENCE (WSC), 2019, : 1696 - 1707
  • [9] Integer programming models and algorithms for the graph decontamination problem with mobile agents
    Penuel, John
    Smith, J. Cole
    Shen, Siqian
    NETWORKS, 2013, 61 (01) : 1 - 19
  • [10] Mixed-Integer Nonlinear Programming Models and Algorithms for Large-Scale Supply Chain Design with Stochastic Inventory Management
    You, Fengqi
    Grossmann, Ignacio E.
    INDUSTRIAL & ENGINEERING CHEMISTRY RESEARCH, 2008, 47 (20) : 7802 - 7817