Browsing by Author "Ntaimo, Lewis"

Now showing items 1-5 of 5

2006-10-27Buch

A branch-and-cut algorithm for two-stage stochastic mixed-binary programs with continuous first-stage variables

Ntaimo, Lewis; Sen, Suvrajeet

This paper presents a branch-and-cut method for two-stage stochastic mixed-integer programming (SMIP) problems with continuous first-stage variables. This method is derived based on disjunctive decomposition(D2) for SMIP, ...
2005-12-29Buch

A Comparative Study of Decomposition Algorithms for Stochastic Combinatorial Optimization

Ntaimo, Lewis; Sen, Suvrajeet

This paper presents comparative computational results using three decomposition algorithms on a battery of instances drawn from three different applications. In order to preserve the commonalities among the algorithms in ...
2007-07-04Buch

Computations with Disjunctive Cuts for Two-Stage Stochastic Mixed 0-1 Integer Programs

Ntaimo, Lewis; Tanner, Matthew W.

Two-stage stochastic mixed-integer programming (SMIP) problems with recourse are generally difficult to solve. This paper presents a ﬁrst computationalstudy of a disjunctive cutting plane method for stochastic mixed 0-1 ...
2008-02-22Buch

Disjunctive decomposition for two-stage stochastic mixed-binary programs with random recourse

Ntaimo, Lewis

This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting planes based on disjunctive programming to be ...
2004-02-19Buch

The million-variable "march" for stochastic combinatorial optimization

Ntaimo, Lewis; Sen, Suvrajeet

Combinatorial optimization problems have applications in a variety of sciences and engineering. In the presence of data uncertainty, these problems lead to stochastic combinatorial optimization problems which result in ...