A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables
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DOI: 10.1007/s10898-019-00816-8
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Cited by:
- MacNeil, Moira & Bodur, Merve, 2024. "Leveraging decision diagrams to solve two-stage stochastic programs with binary recourse and logical linking constraints," European Journal of Operational Research, Elsevier, vol. 315(1), pages 228-241.
- Jia-Jiang Lin & Feng Xu & Xiong-Lin Luo, 2023. "Nonconvex sensitivity-based generalized Benders decomposition," Journal of Global Optimization, Springer, vol. 86(1), pages 37-60, May.
- Yin, Yue & Liu, Tianqi & Wu, Lei & He, Chuan & Liu, Yikui, 2021. "Frequency-constrained multi-source power system scheduling against N-1 contingency and renewable uncertainty," Energy, Elsevier, vol. 216(C).
- Andrew Allman & Qi Zhang, 2021. "Branch-and-price for a class of nonconvex mixed-integer nonlinear programs," Journal of Global Optimization, Springer, vol. 81(4), pages 861-880, December.
- Kuttner, Leopold, 2022. "Integrated scheduling and bidding of power and reserve of energy resource aggregators with storage plants," Applied Energy, Elsevier, vol. 321(C).
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Keywords
Stochastic programming; Nonconvex MINLP; Generalized benders decomposition; Cutting planes;All these keywords.
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