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math.OC2026
LOTUS: A Warm-Start Framework for Powering Dual Decomposition in Large-Scale Two-Stage Stochastic Programs
Emma Cornielje, Berend Markhorst, Alessandro Zocca +1
Solving large two-stage stochastic mixed-integer programs is computationally challenging. We propose LOTUS, a subset-based warm-start framework that enhances Dual Decomposition und…
math.OC2026
A Fast Heuristic for Stochastic Steiner Tree Problems
Berend Markhorst, Alessandro Zocca, Joost Berkhout +1
Network design under uncertainty arises in countless real-world settings and can be captured by the Stochastic Steiner Tree Problem (SSTP). Although there are a few approaches spec…