3 papers
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…
math.OC2024
Using Less for More: When Warm-Starting Accelerates Branch-and-Cut for Stochastic Programs
Berend Markhorst, Markus Leitner, Joost Berkhout +2
Two-stage stochastic programs quickly become intractable as the number of scenarios grows. Motivated by this, we propose TULIP, a modular and easy-to-implement three-step warm-star…