IDEAS home Printed from https://ideas.repec.org/a/spr/topjnl/v17y2009i1p5-29.html
   My bibliography  Save this article

On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming

Author

Listed:
  • Laureano Escudero

Abstract

No abstract is available for this item.

Suggested Citation

  • Laureano Escudero, 2009. "On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(1), pages 5-29, July.
    • Handle: RePEc:spr:topjnl:v:17:y:2009:i:1:p:5-29
    DOI: 10.1007/s11750-009-0090-7
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11750-009-0090-7
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s11750-009-0090-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Gendreau, Michel & Laporte, Gilbert & Seguin, Rene, 1996. "Stochastic vehicle routing," European Journal of Operational Research, Elsevier, vol. 88(1), pages 3-12, January.
    2. Monique Guignard, 2003. "Lagrangean relaxation," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 11(2), pages 151-200, December.
    3. Ogryczak, Wlodzimierz & Ruszczynski, Andrzej, 1999. "From stochastic dominance to mean-risk models: Semideviations as risk measures," European Journal of Operational Research, Elsevier, vol. 116(1), pages 33-50, July.
    4. Michael Held & Richard M. Karp, 1970. "The Traveling-Salesman Problem and Minimum Spanning Trees," Operations Research, INFORMS, vol. 18(6), pages 1138-1162, December.
    5. Santoso, Tjendera & Ahmed, Shabbir & Goetschalckx, Marc & Shapiro, Alexander, 2005. "A stochastic programming approach for supply chain network design under uncertainty," European Journal of Operational Research, Elsevier, vol. 167(1), pages 96-115, November.
    6. A. Alonso-Ayuso & L. Escudero & C. Pizarro & H. Romeijn & D. Morales, 2006. "On solving the multi-period single-sourcing problem under uncertainty," Computational Management Science, Springer, vol. 3(1), pages 29-53, January.
    7. L. Escudero & A. Garín & M. Merino & G. Pérez, 2007. "A two-stage stochastic integer programming approach as a mixture of Branch-and-Fix Coordination and Benders Decomposition schemes," Annals of Operations Research, Springer, vol. 152(1), pages 395-420, July.
    8. Alonso-Ayuso, A. & Escudero, L. F. & Garín, A. & Ortuño, M. T. & Pérez, G., 2005. "On the product selection and plant dimensioning problem under uncertainty," Omega, Elsevier, vol. 33(4), pages 307-318, August.
    9. Laureano Escudero & Araceli Garín & María Merino & Gloria Pérez, 2009. "BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0–1 problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(1), pages 96-122, July.
    10. Lulli, Guglielmo & Sen, Suvrajeet, 2006. "A heuristic procedure for stochastic integer programs with complete recourse," European Journal of Operational Research, Elsevier, vol. 171(3), pages 879-890, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Aldasoro, Unai & Escudero, Laureano F. & Merino, María & Pérez, Gloria, 2017. "A parallel Branch-and-Fix Coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0–1 problems," European Journal of Operational Research, Elsevier, vol. 258(2), pages 590-606.
    2. Escudero, Laureano F. & Landete, Mercedes & Rodríguez-Chía, Antonio M., 2011. "Stochastic set packing problem," European Journal of Operational Research, Elsevier, vol. 211(2), pages 232-240, June.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Escudero, Laureano F. & Landete, Mercedes & Rodríguez-Chía, Antonio M., 2011. "Stochastic set packing problem," European Journal of Operational Research, Elsevier, vol. 211(2), pages 232-240, June.
    2. Aldasoro, Unai & Escudero, Laureano F. & Merino, María & Pérez, Gloria, 2017. "A parallel Branch-and-Fix Coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0–1 problems," European Journal of Operational Research, Elsevier, vol. 258(2), pages 590-606.
    3. Quddus, Md Abdul & Shahvari, Omid & Marufuzzaman, Mohammad & Ekşioğlu, Sandra D. & Castillo-Villar, Krystel K., 2021. "Designing a reliable electric vehicle charging station expansion under uncertainty," International Journal of Production Economics, Elsevier, vol. 236(C).
    4. Beltran-Royo, C., 2017. "Two-stage stochastic mixed-integer linear programming: The conditional scenario approach," Omega, Elsevier, vol. 70(C), pages 31-42.
    5. Yao, Yu & Zhu, Xiaoning & Dong, Hongyu & Wu, Shengnan & Wu, Hailong & Carol Tong, Lu & Zhou, Xuesong, 2019. "ADMM-based problem decomposition scheme for vehicle routing problem with time windows," Transportation Research Part B: Methodological, Elsevier, vol. 129(C), pages 156-174.
    6. Eguía Ribero, María Isabel & Garín Martín, María Araceli & Unzueta Inchaurbe, Aitziber, 2018. "Generating cluster submodels from two-stage stochastic mixed integer optimization models," BILTOKI 31248, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    7. Igor Litvinchev & Socorro Rangel & Jania Saucedo, 2010. "A Lagrangian bound for many-to-many assignment problems," Journal of Combinatorial Optimization, Springer, vol. 19(3), pages 241-257, April.
    8. Fatemeh Keshavarz-Ghorbani & Seyed Hamid Reza Pasandideh, 2022. "A Lagrangian relaxation algorithm for optimizing a bi-objective agro-supply chain model considering CO2 emissions," Annals of Operations Research, Springer, vol. 314(2), pages 497-527, July.
    9. Zamani, Reza & Lau, Sim Kim, 2010. "Embedding learning capability in Lagrangean relaxation: An application to the travelling salesman problem," European Journal of Operational Research, Elsevier, vol. 201(1), pages 82-88, February.
    10. Schwarz, Hannes & Bertsch, Valentin & Fichtner, Wolf, 2015. "Two-stage stochastic, large-scale optimization of a decentralized energy system - a residential quarter as case study," Working Paper Series in Production and Energy 10, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
    11. Walter Rei & Michel Gendreau & Patrick Soriano, 2010. "A Hybrid Monte Carlo Local Branching Algorithm for the Single Vehicle Routing Problem with Stochastic Demands," Transportation Science, INFORMS, vol. 44(1), pages 136-146, February.
    12. A. Alonso-Ayuso & L. Escudero & C. Pizarro, 2009. "On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty," Annals of Operations Research, Springer, vol. 166(1), pages 223-242, February.
    13. Escudero, L.F. & Garín, M.A. & Merino, M. & Pérez, G., 2010. "An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: Some theoretical and experimental aspects," European Journal of Operational Research, Elsevier, vol. 204(1), pages 105-116, July.
    14. Alonso-Ayuso, Antonio & Carvallo, Felipe & Escudero, Laureano F. & Guignard, Monique & Pi, Jiaxing & Puranmalka, Raghav & Weintraub, Andrés, 2014. "Medium range optimization of copper extraction planning under uncertainty in future copper prices," European Journal of Operational Research, Elsevier, vol. 233(3), pages 711-726.
    15. Unai Aldasoro & María Merino & Gloria Pérez, 2019. "Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic," Annals of Operations Research, Springer, vol. 280(1), pages 151-187, September.
    16. Hannes Schwarz & Valentin Bertsch & Wolf Fichtner, 2018. "Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 40(1), pages 265-310, January.
    17. G. Rius-Sorolla & J. Maheut & Jairo R. Coronado-Hernandez & J. P. Garcia-Sabater, 2020. "Lagrangian relaxation of the generic materials and operations planning model," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(1), pages 105-123, March.
    18. Lei, Chao & Lin, Wei-Hua & Miao, Lixin, 2014. "A multicut L-shaped based algorithm to solve a stochastic programming model for the mobile facility routing and scheduling problem," European Journal of Operational Research, Elsevier, vol. 238(3), pages 699-710.
    19. Pagès-Bernaus, Adela & Pérez-Valdés, Gerardo & Tomasgard, Asgeir, 2015. "A parallelised distributed implementation of a Branch and Fix Coordination algorithm," European Journal of Operational Research, Elsevier, vol. 244(1), pages 77-85.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:topjnl:v:17:y:2009:i:1:p:5-29. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.