A learning-based algorithm to quickly compute good primal solutions for Stochastic Integer Programs
暂无分享,去创建一个
Sriram Sankaranarayanan | Yoshua Bengio | Rahul Patel | Emma Frejinger | Andrea Lodi | Yoshua Bengio | S. Sankaranarayanan | Emma Frejinger | Andrea Lodi | Rahul Patel
[1] Alexander Shapiro,et al. Lectures on Stochastic Programming: Modeling and Theory , 2009 .
[2] Iain Dunning,et al. Learning Fast Optimizers for Contextual Stochastic Integer Programs , 2018, UAI.
[3] Nikolaos V. Sahinidis,et al. A finite branch-and-bound algorithm for two-stage stochastic integer programs , 2004, Math. Program..
[4] Suvrajeet Sen,et al. A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems , 2004, Manag. Sci..
[5] R. Wets,et al. Stochastic programming , 1989 .
[6] Benjamin Müller,et al. The SCIP Optimization Suite 5.0 , 2017, 2112.08872.
[7] Jørgen Tind,et al. L-shaped decomposition of two-stage stochastic programs with integer recourse , 1998, Math. Program..
[8] Le Song,et al. Learning to Branch in Mixed Integer Programming , 2016, AAAI.
[9] Suvrajeet Sen,et al. Stochastic Mixed‐Integer Programming Algorithms: Beyond Benders' Decomposition , 2011 .
[10] François V. Louveaux,et al. A Dual-Based Procedure for Stochastic Facility Location , 1992, Oper. Res..
[11] Alexander Shapiro,et al. The empirical behavior of sampling methods for stochastic programming , 2006, Ann. Oper. Res..
[12] Yoshua Bengio,et al. Machine Learning for Combinatorial Optimization: a Methodological Tour d'Horizon , 2018, Eur. J. Oper. Res..
[13] Andrea Lodi,et al. Exact Combinatorial Optimization with Graph Convolutional Neural Networks , 2019, NeurIPS.
[14] Andrea Lodi,et al. Learning a Classification of Mixed-Integer Quadratic Programming Problems , 2017, CPAIOR.
[15] Alexander Shapiro,et al. Stochastic Approximation approach to Stochastic Programming , 2013 .
[16] Jitka Dupacová,et al. Scenario reduction in stochastic programming , 2003, Math. Program..
[17] Marc Goetschalckx,et al. A stochastic programming approach for supply chain network design under uncertainty , 2004, Eur. J. Oper. Res..
[18] Warren B. Powell,et al. Tutorial on Stochastic Optimization in Energy—Part II: An Energy Storage Illustration , 2016, IEEE Transactions on Power Systems.
[19] Warren B. Powell,et al. Tutorial on Stochastic Optimization in Energy—Part I: Modeling and Policies , 2016, IEEE Transactions on Power Systems.
[20] Julia L. Higle,et al. The C3 Theorem and a D2 Algorithm for Large Scale Stochastic Mixed-Integer Programming: Set Convexification , 2005, Math. Program..
[21] Antonio Alonso Ayuso,et al. Introduction to Stochastic Programming , 2009 .
[22] Shabbir Ahmed,et al. A scenario decomposition algorithm for 0-1 stochastic programs , 2013, Oper. Res. Lett..