Inexact stabilized Benders’ decomposition approaches with application to chance-constrained problems with finite support
出版年份 2016 全文链接
标题
Inexact stabilized Benders’ decomposition approaches with application to chance-constrained problems with finite support
作者
关键词
Benders’ decomposition, Chance-constrained problems, Mixed-integer optimization, Nonsmooth optimization, Stabilization, Inexact function computation, 90C15, 90C25, 49M27, 90C11
出版物
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
Volume 65, Issue 3, Pages 637-669
出版商
Springer Nature
发表日期
2016-05-26
DOI
10.1007/s10589-016-9851-z
参考文献
相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。- Regularized optimization methods for convex MINLP problems
- (2016) Welington de Oliveira Top
- Large-scale Unit Commitment under uncertainty
- (2015) Milad Tahanan et al. 4OR-A Quarterly Journal of Operations Research
- Decomposition algorithm for large-scale two-stage unit-commitment
- (2015) Wim van Ackooij et al. ANNALS OF OPERATIONS RESEARCH
- Fast inexact decomposition algorithms for large-scale separable convex optimization
- (2015) Q. Tran-Dinh et al. OPTIMIZATION
- Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study
- (2015) Csaba I. Fábián et al. SIAM JOURNAL ON OPTIMIZATION
- Accelerating Benders stochastic decomposition for the optimization under uncertainty of the petroleum product supply chain
- (2014) F. Oliveira et al. COMPUTERS & OPERATIONS RESEARCH
- Applying oracles of on-demand accuracy in two-stage stochastic programming – A computational study
- (2014) Christian Wolf et al. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- Decomposition algorithms for two-stage chance-constrained programs
- (2014) Xiao Liu et al. MATHEMATICAL PROGRAMMING
- Convex proximal bundle methods in depth: a unified analysis for inexact oracles
- (2014) W. de Oliveira et al. MATHEMATICAL PROGRAMMING
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- (2014) Wim van Ackooij et al. SIAM JOURNAL ON OPTIMIZATION
- Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems
- (2014) Wim van Ackooij et al. SIAM JOURNAL ON OPTIMIZATION
- Level bundle methods for constrained convex optimization with various oracles
- (2013) Wim van Ackooij et al. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
- Bundle methods for sum-functions with “easy” components: applications to multicommodity network design
- (2013) Antonio Frangioni et al. MATHEMATICAL PROGRAMMING
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- (2013) James Luedtke MATHEMATICAL PROGRAMMING
- Level bundle methods for oracles with on-demand accuracy
- (2013) W. de Oliveira et al. OPTIMIZATION METHODS & SOFTWARE
- The unit commitment model with concave emissions costs: a hybrid Benders’ Decomposition with nonconvex master problems
- (2012) Jennifer Van Dinter et al. ANNALS OF OPERATIONS RESEARCH
- A tighter cut generation strategy for acceleration of Benders decomposition
- (2012) Yu Yang et al. COMPUTERS & CHEMICAL ENGINEERING
- Nonconvex Generalized Benders Decomposition with Piecewise Convex Relaxations for Global Optimization of Integrated Process Design and Operation Problems
- (2012) Xiang Li et al. INDUSTRIAL & ENGINEERING CHEMISTRY RESEARCH
- A stabilized structured Dantzig–Wolfe decomposition method
- (2012) Antonio Frangioni et al. MATHEMATICAL PROGRAMMING
- Regularization methods for optimization problems with probabilistic constraints
- (2012) Darinka Dentcheva et al. MATHEMATICAL PROGRAMMING
- On generating maximal nondominated Benders cuts
- (2011) Hanif D. Sherali et al. ANNALS OF OPERATIONS RESEARCH
- A note on the selection of Benders’ cuts
- (2010) Matteo Fischetti et al. MATHEMATICAL PROGRAMMING
- On interval-subgradient and no-good cuts
- (2010) Claudia D’Ambrosio et al. OPERATIONS RESEARCH LETTERS
- Multiterm polyhedral relaxations for nonconvex, quadratically constrained quadratic programs
- (2009) Xiaowei Bao et al. OPTIMIZATION METHODS & SOFTWARE
- Convergence Analysis of Deflected Conditional Approximate Subgradient Methods
- (2009) Giacomo d'Antonio et al. SIAM JOURNAL ON OPTIMIZATION
- Accelerating Benders method using covering cut bundle generation
- (2009) Georgios K. D. Saharidis et al. International Transactions in Operational Research
- On the choice of explicit stabilizing terms in column generation
- (2008) Hatem M.T. Ben Amor et al. DISCRETE APPLIED MATHEMATICS
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- (2008) James Luedtke et al. SIAM JOURNAL ON OPTIMIZATION
Publish scientific posters with Peeref
Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.
Learn MoreBecome a Peeref-certified reviewer
The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.
Get Started