2 papers
math.OC2025
Integer L-Shaped Method with Non-Supporting No-Good Optimality Cuts
Benjamin P. Riley, Prodromos Daoutidis, Qi Zhang
Two-stage stochastic mixed-integer linear programs with mixed-integer recourse arise in many practical applications but are computationally challenging due to their large size and…
math.OC2025
Column generation for multistage stochastic mixed-integer nonlinear programs with discrete state variables
Tushar Rathi, Benjamin P. Riley, Angela Flores-Quiroz +1
Stochastic programming provides a natural framework for modeling sequential optimization problems under uncertainty; however, the efficient solution of large-scale multistage stoch…