13 citations · 18 across the 6 of their papers we have counts for
5 papers · 1 filter
Benders Adaptive-Cuts Method for Two-Stage Stochastic Programs
Cristian Ramírez-Pico, Ivana Ljubić, Eduardo Moreno
Benders decomposition is one of the most applied methods to solve two-stage stochastic problems (TSSP) with a large number of scenarios. The main idea behind the Benders decomposit…
Exact reliability optimization for series-parallel graphs using convex envelopes
Javiera Barrera, Eduardo Moreno, Gonzalo Muñoz +1
Given its wide spectrum of applications, the classical problem of all-terminal network reliability evaluation remains a highly relevant problem in network design. The associated op…
Convex envelopes for ray-concave functions
Javiera Barrera, Eduardo Moreno, Gonzalo Muñoz
Convexification based on convex envelopes is ubiquitous in the non-linear optimization literature. Thanks to considerable efforts of the optimization community for decades, we are…
Generalized Adaptive Partition-based Method for Two-Stage Stochastic Programs with Fixed Recourse
Cristian Ramirez-Pico, Eduardo Moreno
We present a method to solve two-stage stochastic problems with fixed recourse when the uncertainty space can have either discrete or continuous distributions. Given a partition of…
A study of the Bienstock-Zuckerberg algorithm, Applications in Mining and Resource Constrained Project Scheduling
Gonzalo Muñoz, Daniel Espinoza, Marcos Goycoolea +3
We study a Lagrangian decomposition algorithm recently proposed by Dan Bienstock and Mark Zuckerberg for solving the LP relaxation of a class of open pit mine project scheduling pr…