Stochastic binary problems with simple penalties for capacity constraints violations

This paper studies stochastic programs with first-stage binary variables and capacity constraints, using simple penalties for capacities violations. In particular, we take a closer look at the knapsack problem with weights and capacity following independent random variables and prove that the proble...

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Bibliographic Details
Published in:	Mathematical programming Vol. 138; no. 1-2; pp. 199 - 221
Main Authors:	Fortz, B., Labbé, M., Louveaux, F., Poss, M.
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer-Verlag 01.04.2013 Springer Nature B.V Springer Verlag
Subjects:	Algorithms Approximation Assignment problem Branch-and-cut algorithm Business & economic sciences Calculus of Variations and Optimal Control; Optimization Combinatorics Computation Computer Science Fines & penalties Full Length Paper Gaussian Knapsack problem Linear programming Mathematical analysis Mathematical and Computational Physics Mathematical Methods in Physics Mathematical models Mathematics Mathematics and Statistics Mathematics of Computing Mixed-integer non-linear programming Méthodes quantitatives en économie & gestion Numerical Analysis Operations Research Optimization Pseudo-polynomial algorithm Quantitative methods in economics & management Random variables Sciences économiques & de gestion Stochastic programming Stochasticity Theoretical Travel Traveling salesman problem Violations Pseudo-polynomial algorithm Mixed-integer non-linear programming 90C11 90C15 Branch-and-cut algorithm Stochastic programming Knapsack problem 90C09
ISSN:	0025-5610, 1436-4646, 1436-4646
Online Access:	Get full text
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