Fetching the paper…
Reading the bibliography…
We propose a novel approach using supervised learning to obtain near-optimal primal solutions for two-stage stochastic integer programming (2SIP) problems with constraints in the first and second stages.
A dual-based procedure for stochastic facility location
François V Louveaux and Dominique Peeters · 1992
Earlier work this paper cites.
Stochastic programming
Peter Kall, Stein W Wallace, and Peter Kall · 1994
Earlier work this paper cites.
L-shaped decomposition of two-stage stochastic programs with integer recourse
Claus C Carøe and Jørgen Tind · 1998
Earlier work this paper cites.
Scenario reduction in stochastic programming
Jitka Dupačová, Nicole Gröwe-Kuska, and Werner Römisch · 2003
Earlier work this paper cites.
A finite branch-and-bound algorithm for two-stage stochastic integer programs
Shabbir Ahmed, Mohit Tawarmalani, and Nikolaos V Sahinidis · 2004
Earlier work this paper cites.
A branch-and-price algorithm for multistage stochastic integer programming with application to stochastic batch-sizing problems
Guglielmo Lulli and Suvrajeet Sen · 2004
Earlier work this paper cites.
A stochastic programming approach for supply chain network design under uncertainty
Tjendera Santoso, Shabbir Ahmed, Marc Goetschalckx, and Alexander Shapiro · 2005
Earlier work this paper cites.
The c 3 theorem and a d 2 algorithm for large scale stochastic mixed-integer programming: set convexification
Suvrajeet Sen and Julia L Higle · 2005
Cited alongside, same era.
The empirical behavior of sampling methods for stochastic programming
Jeff Linderoth, Alexander Shapiro, and Stephen Wright · 2006
Cited alongside, same era.
Robust stochastic approximation approach to stochastic programming
Arkadi Nemirovski, Anatoli Juditsky, Guanghui Lan, and Alexander Shapiro · 2009
Cited alongside, same era.
Lectures on stochastic programming: modeling and theory
Alexander Shapiro, Darinka Dentcheva, and Andrzej Ruszczyński · 2009
Cited alongside, same era.
Stochastic mixed-integer programming algorithms: Beyond benders’ decomposition
Suvrajeet Sen · 2010
Cited alongside, same era.
Introduction to stochastic programming
John R Birge and Francois Louveaux · 2011
Stochastic programming , volume 324
András Prékopa · 2013
Later among the works it cites.
Learning to branch in mixed integer programming
Elias Boutros Khalil, Pierre Le Bodic, Le Song, George Nemhauser, and Bistra Dilkina · 2016
Later among the works it cites.
Machine learning for combinatorial optimization: a methodological tour d’horizon
Yoshua Bengio, Andrea Lodi, and Antoine Prouvost · 2018
Later among the works it cites.
Learning a classification of mixed-integer quadratic programming problems
Pierre Bonami, Andrea Lodi, and Giulia Zarpellon · 2018
Later among the works it cites.
The SCIP Optimization Suite 6.0
Ambros Gleixner, Michael Bastubbe, Leon Eifler, Tristan Gally, Gerald Gamrath, Robert Lion Gottwald, Gregor Hendel, Christopher Hojny, Thorsten Koch, Marco E. Lübbecke, Stephen J. Maher, Matthias Miltenberger, Benjamin Müller, Marc E. Pfetsch, Christian Puchert, Daniel Rehfeldt, Franziska Schlösser, Christoph Schubert, Felipe Serrano, Yuji Shinano, Jan Merlin Viernickel, Matthias Walter, Fabian Wegscheider, Jonas T. Witt, and Jakob Witzig · 2018
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Cited alongside, same era.
A scenario decomposition algorithm for 0–1 stochastic programs
Shabbir Ahmed · 2013
Cited alongside, same era.
The SCIP Optimization Suite 6.0
Ambros Gleixner, Michael Bastubbe, Leon Eifler, Tristan Gally, Gerald Gamrath, Robert Lion Gottwald, Gregor Hendel, Christopher Hojny, Thorsten Koch, Marco E. Lübbecke, Stephen J. Maher, Matthias Miltenberger, Benjamin Müller, Marc E. Pfetsch, Christian Puchert, Daniel Rehfeldt, Franziska Schlösser, Christoph Schubert, Felipe Serrano, Yuji Shinano, Jan Merlin Viernickel, Matthias Walter, Fabian Wegscheider, Jonas T. Witt, and Jakob Witzig
Cited in the paper.
Tutorial on stochastic optimization in energy—part i: Modeling and policies
Warren B Powell and Stephan Meisel
Cited in the paper.
Tutorial on stochastic optimization in energy—part ii: An energy storage illustration
Warren B Powell and Stephan Meisel
Cited in the paper.
Learning fast optimizers for contextual stochastic integer programs
Vinod Nair, Dj Dvijotham, Iain Dunning, and Oriol Vinyals · 2018
Later among the works it cites.
Exact combinatorial optimization with graph convolutional neural networks
Maxime Gasse, Didier Chételat, Nicola Ferroni, Laurent Charlin, and Andrea Lodi · 2019
Closest in time.