Journal ArticleDOI
The integer L-shaped method for stochastic integer programs with complete recourse
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TLDR
In this paper, a branch-and-cut procedure for stochastic integer programs with complete recourse and first stage binary variables is presented, which is shown to provide a finite exact algorithm for a number of integer programs, even in the presence of binary variables or continuous random variables in the second stage.About:
This article is published in Operations Research Letters.The article was published on 1993-04-01. It has received 598 citations till now. The article focuses on the topics: Integer (computer science) & Integer programming.read more
Citations
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Optimization under uncertainty: state-of-the-art and opportunities
TL;DR: This paper reviews theory and methodology that have been developed to cope with the complexity of optimization problems under uncertainty and discusses and contrast the classical recourse-based stochastic programming, robust stochastics programming, probabilistic (chance-constraint) programming, fuzzy programming, and stochastically dynamic programming.
Journal ArticleDOI
Pre-positioning of emergency supplies for disaster response
TL;DR: In this article, a two-stage stochastic mixed integer program (SMIP) is proposed to determine the location and quantities of various types of emergency supplies to be pre-positioned under uncertainty about if, or where, a natural disaster will occur.
Journal ArticleDOI
Stochastic vehicle routing.
TL;DR: The main problems of stochastic vehicle routing are described within a broad classification scheme and the most important contributions are summarized in table form.
Journal ArticleDOI
Planning models for freight transportation
TL;DR: In this paper, the authors identify some of the main issues in freight transportation planning and operations, and present appropriate Operations Research models and methods, as well as computer-based planning tools.
Journal ArticleDOI
Dual decomposition in stochastic integer programming
Claus C. Carøe,Rüdiger Schultz +1 more
TL;DR: An algorithm for solving stochastic integer programming problems with recourse, based on a dual decomposition scheme and Lagrangian relaxation, which can be applied to multi-stage problems with mixed-integer variables in each time stage.
References
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Journal ArticleDOI
L-shaped linear programs with applications to optimal control and stochastic programming.
R M Van Slyke,Roger J.-B. Wets +1 more
TL;DR: An algorithm for L-shaped linear programs which arise naturally in optimal control problems with state constraints and stochastic linear programs (which can be represented in this form with an infinite number of linear constraints) is given.
BookDOI
Numerical techniques for stochastic optimization
TL;DR: This is a comprehensive and timely overview of the numerical techniques that have been developed to solve stochastic programming problems and comprehensively covers all major advances in the field (both Western and Soviet).
Journal ArticleDOI
A multicut algorithm for two-stage stochastic linear programs
John R. Birge,François Louveaux +1 more
TL;DR: This paper describes a multicut algorithm to carry out outer linearization of stochastic programs and presents experimental and theoretical justification for reductions in major iterations.
Journal ArticleDOI
The Vehicle Routing Problem with Stochastic Travel Times
TL;DR: Three mathematical programming models are presented: a chance constrained model, a three-index simple recourse model and a two-index recourse model that indicate that moderate size problems can be solved to optimality.
Journal ArticleDOI
A priori solution of a travelling salesman problem in which a random subset of the customers are visited
TL;DR: This work first derive closed form expressions for computing efficiently the expected length of any given tour under very general probabilistic assumptions and provides, in a unified way, a unified approach to finding a priori a tour through all n points.
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L-shaped linear programs with applications to optimal control and stochastic programming.
R M Van Slyke,Roger J.-B. Wets +1 more