Search Results - "((\"stochastic integer programming\") OR (\"stochastic interior programming\"))*"

A hybrid branch-and-bound and interior-point algorithm for stochastic mixed-integer nonlinear second-order cone programming.

Authors: Alioui, Hadjer Alzalg, Baha

Source: Communications in Combinatorics & Optimization. Dec2025, Vol. 10 Issue 4, p837-875. 39p.

Subject Terms: *STOCHASTIC programming, *OPTIMIZATION algorithms, *MIXED integer linear programming, *BRANCH & bound algorithms, *ENGINEERING firms, *INTERIOR-point methods

Branch and price: Integer programming with column generation; Decomposition techniques for MILP: Lagrangian relaxation; Genetic algorithms; Integer linear complementary problem; Integer programming; Integer programming: Algebraic methods; Integer programming: Branch and cut algorithms; Integer programming: Cutting plane algorithms; Integer programming duality; Integer programming: Lagrangian relaxation; LCP: Pardalos–Rosen mixed integer formulation, Linear programming; Interior point methods; Mixed integer classification problems; Multi-objective integer linear programming; Multi-objective mixed integer programming; Multiparametric mixed integer linear programming; Parametric mixed integer nonlinear optimization; Set covering, packing and partitioning problems; Simplicial pivoting algorithms for integer programming; Stochastic integer programming: Continuity, stability, rates of convergence; Stochastic integer programs; Time-dependent traveling salesman problem INTEGER PROGRAMMING: BRANCH AND BOUND METHODS: branch and bound

Authors: Eva K. Lee John E. Mitchell

Source: Encyclopedia of Optimization ISBN: 9780792369325

SICOpt: Solution Approach for Nonlinear Integer Stochastic Programming Problems.

Authors: Beraldi, P. Conforti, D. Violi, A.

Source: Journal of Optimization Theory & Applications. Oct2009, Vol. 143 Issue 1, p17-36. 20p. 3 Charts.

Subject Terms: *STOCHASTIC programming, *UNITS of measurement, *LINEAR programming, *MATHEMATICAL optimization, *OPERATIONS research

Flexible Facility Interior Layout: A Real Options Approach

Authors: Zhao, T.

Source: The Journal of the Operational Research Society, 2007 Jun 01. 58(6), 729-739.

Access URL: https://www.jstor.org/stable/4622757

Minimum Cost Flows, MDPs, and ?1-Regression in Nearly Linear Time for Dense Instances

Authors: van den Brand, Jan Lee, Y. T. Liu, Y. P. et al.

Source: Proceedings of the Annual ACM Symposium on Theory of Computing Proceedings of the annual ACM Symposium on Theory of Computing. :859-869

Subject Terms: Data Structure, Interior Point Method, Linear Program, Computation theory, Cost accounting, Flow graphs, Linear programming, Markov processes, Matrix algebra, Stochastic systems, Approximate solution, Dynamic data structure, Effective resistances, Interior-point method, Markov Decision Processes, Minimum cost flow problem, Problem parameters, Randomized Algorithms, Iterative methods

File Description: print

Access URL: https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-309937
https://doi.org/10.1145/3406325.3451108

On Parallelizing Dual Decomposition in Stochastic Integer Programming

Authors: Miles Lubin Cosmin G. Petra Kipp Martin et al.

Source: SSRN Electronic Journal.

Subject Terms: 0211 other engineering and technologies, 02 engineering and technology, 0101 mathematics, 01 natural sciences

Access URL: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2165991

Volumetric Barrier Cutting Plane Algorithms for Stochastic Linear Semi-Infinite Optimization

Authors: Baha Alzalg Asma Gafour Lewa Alzaleq

Source: IEEE Access, Vol 8, Pp 4995-5008 (2020)

Subject Terms: Planar Graph Embedding, 0211 other engineering and technologies, Geometry, 02 engineering and technology, Plane (geometry), Industrial and Manufacturing Engineering, Design and Control of Warehouse Operations, Engineering, interior-point methods, Geometric Optimization, Cutting-plane method, FOS: Mathematics, volumetric barrier, Semi-infinite programming, Mathematical optimization, Mesh Generation Algorithms, Integer programming, cutting plane, Computer Graphics and Computer-Aided Design, Computer science, TK1-9971, Algorithm, Optimization of Cutting and Packing Problems, Cutting, stochastic linear programming, Physical Sciences, Computer Science, Electrical engineering. Electronics. Nuclear engineering, Approximation Algorithms, Mathematics

Access URL: https://ieeexplore.ieee.org/ielx7/6287639/8948470/08945193.pdf
https://doaj.org/article/3f8d3d128353415fb9d06a55f640501c
https://dblp.uni-trier.de/db/journals/access/access8.html#AlzalgGA20
https://ieeexplore.ieee.org/document/8945193
https://doi.org/10.1109/ACCESS.2019.2962840

Risk‐constrained offering strategies for a large‐scale price‐maker electric vehicle demand aggregator

Authors: Mohammad Hossein Abbasi Mehrdad Taki Amin Rajabi et al.

Source: IET Smart Grid (2020)

Subject Terms: mixed-integer linear programming problem, price-energy bids, optimisation, optimised solutions, 02 engineering and technology, nonlinear programming problem, 7. Clean energy, price-maker agent, genetic algorithms, energy procurement, pricing, 0202 electrical engineering, electronic engineering, information engineering, electricity, integer programming, power generation economics, balancing markets, evolutionary metaheuristic algorithm, linear programming, purchasing energy, three-settlement pool-based market, day-ahead market, TK1-9971, risk-constrained offering strategies, electric vehicle aggregator, intractability, power markets, 24-hour market horizon, stochastic problem, Electrical engineering. Electronics. Nuclear engineering, large-scale price-maker electric vehicle demand aggregator, traditional mathematical algorithms, ev

Access URL: https://onlinelibrary.wiley.com/doi/pdfdirect/10.1049/iet-stg.2019.0210
https://doaj.org/article/cc608388d4754da39f46cbbd1b6d1e02
https://ietresearch.onlinelibrary.wiley.com/doi/pdf/10.1049/iet-stg.2019.0210
https://ietresearch.onlinelibrary.wiley.com/doi/10.1049/iet-stg.2019.0210

On parallelizing dual decomposition in stochastic integer programming.

Authors: Lubin, Miles Martin, Kipp Petra, Cosmin G. et al.

Source: Operations Research Letters. May2013, Vol. 41 Issue 3, p252-258. 7p.

Subject Terms: *INTEGER programming, *BOTTLENECKS (Manufacturing), *SCALABILITY, MATHEMATICAL decomposition, PARALLEL programs (Computer programs), MATHEMATICAL regularization

Network Interdiction and Stochastic Integer Programming

Authors: David L. Woodruff

Resource Type: eBook.

Subjects: Computer security, Computer networks--Security measures, Stochastic integrals, Stochastic programming

Categories: MATHEMATICS / Optimization, BUSINESS & ECONOMICS / Management Science, BUSINESS & ECONOMICS / Operations Research, COMPUTERS / Computer Science, TECHNOLOGY & ENGINEERING / Electrical

Mathematical programming approaches for classes of random network problems

Authors: Castro Pérez, Jordi Nasini, Stefano Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa et al.

Contributors: Castro Pérez, Jordi Nasini, Stefano Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa et al.

Source: Recercat. Dipósit de la Recerca de Catalunya
Universitat Jaume I
UPCommons. Portal del coneixement obert de la UPC
Universitat Politècnica de Catalunya (UPC)

Subject Terms: Total unimodularity, Complex networks, 0211 other engineering and technologies, Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Optimització, Integer programming, Interior-point methods, 02 engineering and technology, 16. Peace & justice, 01 natural sciences, Algorithm, 0103 physical sciences, Central path, Matemàtiques i estadística::Investigació operativa::Optimització [Àrees temàtiques de la UPC]

File Description: application/pdf

Access URL: https://upcommons.upc.edu/bitstream/2117/81111/1/dr2013-01.pdf
http://hdl.handle.net/2117/81111
http://www.sciencedirect.com/science/article/pii/S0377221715002283
https://doi.org/10.1016/j.ejor.2015.03.021
https://dblp.uni-trier.de/db/journals/eor/eor245.html#CastroN15
https://www.sciencedirect.com/science/article/pii/S0377221715002283
https://core.ac.uk/display/41778698
https://ideas.repec.org/a/eee/ejores/v245y2015i2p402-414.html

An exact primal--dual penalty method approach to warmstarting interior-point methods for linear programming.

Authors: Benson, Hande Y. Shanno, David F.

Source: Computational Optimization & Applications. Dec2007, Vol. 38 Issue 3, p371-399. 29p. 7 Charts.

Subject Terms: *MATHEMATICAL optimization, *STOCHASTIC convergence, *INTEGER programming, *MATHEMATICAL programming, SET theory, NUMERICAL analysis

A local convergence property of primal-dual methods for nonlinear programming.

Authors: Armand, Paul Benoist, Joël

Source: Mathematical Programming. Oct2008, Vol. 115 Issue 2, p199-222. 24p.

Subject Terms: *STOCHASTIC convergence, *MATHEMATICAL optimization, *NONLINEAR programming, *MATHEMATICAL programming, *INTEGER programming, *DUALITY theory (Mathematics)

Recent developments and future directions in mathematical programming

Authors: George L. Nemhauser Ellis L. Johnson

Source: IBM Systems Journal. 31:79-93

Subject Terms: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming, Numerical mathematical programming methods, mixed-integer programming, Mixed integer programming, Linear programming, Computational methods for problems pertaining to operations research and mathematical programming, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, Mathematical programming, survey, 02 engineering and technology, optimization subroutine library, interior methods

File Description: application/xml

Access URL: https://zbmath.org/218797
https://ieeexplore.ieee.org/document/5387461/
https://dblp.uni-trier.de/db/journals/ibmsj/ibmsj31.html#JohnsonN92

Scenario analysis of carbon emissions' anti-driving effect on Qingdao's energy structure adjustment with an optimization model, Part II: Energy system planning and management.

Authors: Wu, C.B. Huang, G.H. Liu, Z.P. et al.

Source: Journal of Environmental Management. Mar2017, Vol. 188, p120-136. 17p.

Subject Terms: *MIXED integer linear programming, *AUTOMOBILE driving, *TOTAL energy systems (On-site electric power production), *MATHEMATICAL optimization, *DISTRIBUTION (Probability theory), *COST effectiveness, *AUTOMOBILES & the environment

Geographic Terms: QINGDAO (China)

Modeling and Solution Techniques Used for Hydro Generation Scheduling.

Authors: Parvez, Iram Shen, Jianjian Khan, Mehran et al.

Source: Water (20734441); Jul2019, Vol. 11 Issue 7, p1392-1392, 1p

Subject Terms: CONSTRAINT programming, LINEAR programming, STOCHASTIC programming, INTEGER programming, NONLINEAR programming, DYNAMIC programming, RENEWABLE energy sources

Progress in Linear Programming-Based Algorithms for Integer Programming: An Exposition.

Authors: Johnson, Ellis L. Nemhauser, George L. Savelsbergh, Martin W. P.

Source: INFORMS Journal on Computing; Winter2000, Vol. 12 Issue 1, p2, 22p, 3 Diagrams

Subject Terms: INTEGER programming, MATHEMATICAL optimization, LINEAR programming

A study of progressive hedging for stochastic integer programming.

Authors: Christiansen, Jeffrey Dandurand, Brian Eberhard, Andrew et al.

Source: Computational Optimization & Applications; Dec2023, Vol. 86 Issue 3, p989-1034, 46p

Subject Terms: INTEGER programming, STOCHASTIC programming, STOCHASTIC convergence, CONJUGATE gradient methods, INTEGERS

Vehicle Routing Problems with Synchronized Visits and Stochastic Travel and Service Times: Applications in Healthcare.

Authors: Hashemi Doulabi, Hossein Pesant, Gilles Rousseau, Louis-Martin

Source: Transportation Science; Jul/Aug2020, Vol. 54 Issue 4, p1053-1072, 20p

Subject Terms: VEHICLE routing problem, TIME travel, ALGORITHMS, LINEAR programming, STOCHASTIC programming, INTEGER programming

An interval-parameter two-stage stochastic integer programming model for environmental systems planning under uncertainty.

Authors: Li, Y. Huang, G. Nie, S. et al.

Source: Engineering Optimization; Jun2006, Vol. 38 Issue 4, p461-483, 23p, 7 Charts, 6 Graphs

Subject Terms: STOCHASTIC analysis, INTEGER programming, WASTE management, STOCHASTIC integrals, LINEAR programming, UNCERTAINTY (Information theory)