Search Results - stochastic mixed-integer linear programming

Hyperrectangular partition schemes for two-stage stochastic linear mixed integer programming problems.

Authors: Wang, Fenlan^1,2 (AUTHOR) flwang@nuaa.edu.cn

Source: Optimization. Nov2025, Vol. 74 Issue 16, p4207-4222. 16p.

Subject Terms: *MIXED integer linear programming, *STOCHASTIC programming, *OPTIMIZATION algorithms, *ALGORITHMS, *PROBLEM solving, *DECOMPOSITION method, *MATHEMATICS

A two-stage stochastic programming approach for generation and transmission maintenance scheduling with risk management.

Authors: Fan, Aoyu Huang, Zhouchun Zheng, Qipeng et al.

Source: Computational Optimization & Applications. Dec2025, Vol. 92 Issue 3, p787-809. 23p.

Subject Terms: *RISK managers, *RENEWABLE energy sources, STOCHASTIC programming, MIXED integer linear programming, DECOMPOSITION method, SENSITIVITY analysis

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

Scheduling parallel mixed-model assembly lines with cross-line item transfers.

Authors: Bukchin, Yossi Khmelnitsky, Eugene

Source: International Journal of Production Research. Nov2025, Vol. 63 Issue 21, p7980-7997. 18p.

Subject Terms: *SCHEDULING, *MARKOV processes, *ASSEMBLY line methods, MIXED integer linear programming, COST functions

Stochastic transitions of a mixed-integer linear programming model for the construction supply chain: chance-constrained programming and two-stage programming

Authors: Aspasia Koutsokosta Stefanos Katsavounis

Source: Operational Research. 24

Optimal Placement and Sizing of Distributed Generation in Electrical DC Distribution Networks Using a Stochastic Mixed-Integer LP Model.

Authors: Valencia-Díaz, Alejandro Hincapié, Ricardo A. Gallego, Ramón A.

Source: Arabian Journal for Science & Engineering (Springer Science & Business Media B.V. ). Apr2025, Vol. 50 Issue 8, p5835-5851. 17p.

Subject Terms: *LINEAR programming, *STOCHASTIC models, *MATHEMATICAL models, *TEST systems, *APPLIED mathematics, *STOCHASTIC programming, *DISTRIBUTED power generation

Multicarrier Microgrid Operation Model Using Stochastic Mixed Integer Linear Programming

Authors: Mehrjerdi, Hasan Hemmati, Reza Mahdavi, Sajad et al.

Contributors: Mehrjerdi, Hasan Hemmati, Reza Mahdavi, Sajad et al.

Source: IEEE Transactions on Industrial Informatics. 18:4674-4687

Subject Terms: ta222, Resilience, electric vehicle charging station, multitype energy storage, 13. Climate action, power-to-gas (P2G), resilience, 0202 electrical engineering, electronic engineering, information engineering, power-to-gas (P2G), fi=Sähkötekniikka|en=Electrical Engineering, CO2trading, 02 engineering and technology, resilience, 7. Clean energy

File Description: fi=kokoteksti; en=fulltext; true

Access URL: http://juuli.fi/Record/0394645722
https://doi.org/10.1109/TII.2021.3121333
https://ieeexplore.ieee.org/abstract/document/9580730
https://hdl.handle.net/10576/36343

Risk-averse decision-making to maintain supply chain viability under propagated disruptions.

Authors: Sawik, Tadeusz Sawik, Bartosz

Source: International Journal of Production Research. Apr2024, Vol. 62 Issue 8, p2853-2867. 15p.

Subject Terms: *SUPPLY chains, *INTEGER programming, MIXED integer linear programming, QUADRATIC programming

A Stochastic Mixed Integer Linear Programming Model for Cross-Regional Supply Network Optimisation Under Dynamic Flow Constraints.

Authors: Tian, Shuang Mei, Yi

Source: Arabian Journal for Science & Engineering (Springer Science & Business Media B.V. ). Oct2025, p1-19.

Subject Terms: *MIXED integer linear programming, *SUPPLY chain management, *STOCHASTIC programming, *SENSITIVITY analysis, *SUPPLY chains, *MULTI-objective optimization, *RISK management in business

A mixed integer linear programming model for quarantine-based home healthcare scheduling under uncertainty

Authors: Najmeh Nabavizadeh Vahid Kayvanfar Majid Rafiee

Source: Healthcare Analytics, Vol 6, Iss , Pp 100356- (2024)

Subject Terms: Mixed integer linear programming, Stochastic programming, Home healthcare, Vehicle routing, Pickup and delivery, COVID-19, Computer applications to medicine. Medical informatics, R858-859.7

File Description: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2772442524000583; https://doaj.org/toc/2772-4425

Access URL: https://doaj.org/article/e86519ad77e540c0b9efbb6dae5ec332

A Monte Carlo-Based Framework for Two-Stage Stochastic Programming: Application to Bond Portfolio Optimization.

Authors: Albaqami, Hissah Mrad, Mehdi Gharbi, Anis et al.

Source: Entropy; Nov2025, Vol. 27 Issue 11, p1118, 27p

Subject Terms: STOCHASTIC programming, BONDS (Finance), COST functions, LIABILITIES (Accounting), MIXED integer linear programming, INTEREST rates, MONTE Carlo method, MARKET volatility

Performance analysis and optimisation of stochastic flow lines with limited material supply.

Authors: Mindlina, Julia Tempelmeier, Horst

Source: International Journal of Production Research. Sep2022, Vol. 60 Issue 17, p5293-5306. 14p. 1 Diagram, 4 Charts, 7 Graphs.

Subject Terms: *STOCHASTIC analysis, *LINEAR programming, *STOCHASTIC models, *MANUFACTURING processes, *SCARCITY, MIXED integer linear programming

Integrated estimate-and-optimize decision trees learning for two-stage linear decision-making problems.

Authors: Ribeiro, Rafaela Fanzeres, Bruno

Source: European Journal of Operational Research. Mar2026, Vol. 329 Issue 2, p607-628. 22p.

Subject Terms: *DECISION trees, *RANDOM variables, *HEURISTIC, *DECISION making, STOCHASTIC programming, MIXED integer linear programming, CHOICE (Psychology)

Mixed-Integer Linear Programming Model for Stochastic Capacitated Lot-Sizing Problem Under Static-Dynamic Uncertainty Strategy

Authors: Heng Chheang Nuanpan Buransri

Source: 2022 International Conference on Decision Aid Sciences and Applications (DASA). :1344-1348

Subject Terms: 0502 economics and business, 05 social sciences, 0211 other engineering and technologies, 02 engineering and technology

Nesting and scheduling for parallel additive manufacturing machines with uncertain processing times: a simulation-optimisation approach.

Authors: Wu, Hao Yu, Chunlong Yu, Shaohua

Source: International Journal of Production Research. Jun2025, p1-30. 30p. 12 Illustrations.

Subject Terms: *SCHEDULING, *RAPID prototyping, MIXED integer linear programming, STOCHASTIC programming, SELECTIVE laser sintering

A stochastic mixed integer linear programming framework for oil sands mine planning and waste management in the presence of grade uncertainty

Authors: O. Mbadozie E. Ben-Awuah A. Maremi

Source: CIM Journal. 13:16-37

Subject Terms: 0208 environmental biotechnology, 0207 environmental engineering, 02 engineering and technology

A hierarchical genetic algorithm and mixed-integer linear programming-based stochastic optimization of the configuration of integrated trigeneration energy systems

Authors: Yisong Zhang Jingjing Jiang Xian Zhang et al.

Source: Clean Technologies and Environmental Policy. 23:1913-1927

Subject Terms: 13. Climate action, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, 7. Clean energy

Access URL: https://link.springer.com/article/10.1007/s10098-021-02088-x

A stochastic programming framework for Nash bargaining in oligopolistic industrial gas markets with customer contracts.

Authors: Marousi, Asimina Pinto, Jose M. Papageorgiou, Lazaros G. et al.

Source: AIChE Journal; Dec2025, Vol. 71 Issue 12, p1-18, 18p

Subject Terms: OLIGOPOLIES, INDUSTRIAL gases, MIXED integer linear programming, STOCHASTIC programming, NEGOTIATION, CONSUMER contracts, SUPPLY chain management, ECONOMIC uncertainty

People: NASH, John F., 1928-2015

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

Authors: Ogbe, Emmanuel Li, Xiang QSpace

Contributors: Ogbe, Emmanuel Li, Xiang QSpace

Source: European Journal of Operational Research. 256:487-499

Subject Terms: Mixed-integer linear programming, Benders decomposition, 4. Education, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, Stochastic programming, Cross decomposition, 02 engineering and technology, Dantzig–Wolfe decomposition

File Description: application/pdf

Access URL: https://qspace.library.queensu.ca/bitstream/1974/27983/2/Ogbe%26Li2017.pdf
https://www.infona.pl/resource/bwmeta1.element.elsevier-640a017a-3c20-32eb-aa46-d506bf0ca299
https://doi.org/10.1016/j.ejor.2016.08.005
https://dblp.uni-trier.de/db/journals/eor/eor256.html#OgbeL17
https://EconPapers.repec.org/RePEc:eee:ejores:v:256:y:2017:i:2:p:487-499
https://ideas.repec.org/a/eee/ejores/v256y2017i2p487-499.html
https://www.sciencedirect.com/science/article/abs/pii/S0377221716306208
https://hdl.handle.net/1974/27983

A Monte Carlo-Based Framework for Two-Stage Stochastic Programming: Application to Bond Portfolio Optimization

Authors: Hissah Albaqami Mehdi Mrad Anis Gharbi et al.

Source: Entropy, Vol 27, Iss 11, p 1118 (2025)

Subject Terms: stochastic programming, bond portfolio optimization, Monte Carlo simulation, sample average approximation (SAA), mixed-integer linear programming (MILP), decision-making under uncertainty, Science, Astrophysics, QB460-466, Physics, QC1-999

File Description: electronic resource

Relation: https://www.mdpi.com/1099-4300/27/11/1118; https://doaj.org/toc/1099-4300

Access URL: https://doaj.org/article/aeab85d2ca9c4a02a6bdfc2134cb0aad