17 citations · 51 across the 10 of their papers we have counts for
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math.OC2021★ 16 cited
On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs
Rui Chen, James Luedtke
We investigate new methods for generating Lagrangian cuts to solve two-stage stochastic integer programs. Lagrangian cuts can be added to a Benders reformulation, and are derived f…
math.OC2021★ 1 cited
Multilinear Sets with Two Monomials and Cardinality Constraints
Rui Chen, Sanjeeb Dash, Oktay Gunluk
Binary polynomial optimization is equivalent to the problem of minimizing a linear function over the intersection of the multilinear set with a polyhedron. Many families of valid i…
math.OC2019★ 17 cited
On sample average approximation for two-stage stochastic programs without relatively complete recourse
Rui Chen, James Luedtke
We investigate sample average approximation (SAA) for two-stage stochastic programs without relatively complete recourse, i.e., for problems in which there are first-stage feasible…