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math.OC2026
SDDmiP.jl: A Software Package with a Provably Convergent Benders Algorithm for Multi-Stage Stochastic Mixed-Integer Programming
Akul Bansal, Simge Küçükyavuz
We present an open-source software package that implements a provably convergent Benders-type decomposition algorithm for multistage stochastic integer programs. In addition to sta…
math.OC2026
Normalization of ReLU Dual for Cut Generation in Stochastic Mixed-Integer Programs
Akul Bansal, Simge Küçükyavuz
We study the Rectified Linear Unit (ReLU) dual, an existing dual formulation for stochastic programs that reformulates non-anticipativity constraints using ReLU functions to genera…
math.OC2024
A computational study of cutting-plane methods for multi-stage stochastic integer programs
Akul Bansal, Simge Küçükyavuz
We report a computational study of cutting plane algorithms for multi-stage stochastic mixed-integer programming models with the following cuts: (i) Benders', (ii) Integer L-shaped…