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Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems
(2010-07)
In this paper we study solution methods for solving the dual problem corresponding to the Lagrangean Decomposition of two stage stochastic mixed 0-1 models. We represent the two stage stochastic mixed 0-1 problem by a ...
A two-stage stochastic integer programming approach
(2005)
We present an algorithmic approach for solving two-stage stochastic mixed 0-1 problems. The first stage constraints of the Deterministic Equivalent Model have 0--1 variables and continuous variables. The approach uses the ...
On downloading and using COIN-OR for solving linear/integer optimization problems
(2010)
The aim of this technical report is to present some detailed explanations in order to help to use the open source software for optimization COIN-OR. In particular, we describe how to download, install and use the corresponding ...
A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine
(2010)
The aim of this technical report is to present some detailed explanations in order to help to understand and use the algorithm Branch and Fix Coordination for solving MultiStage Mixed Integer Problems (BFC- MSMIP). We have ...
A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty
(2011-02)
In this paper we present a parallelizable scheme of the Branch-and-Fix Coordination algorithm for solving medium and large scale multi-stage mixed 0-1 optimization problems under uncertainty. The uncertainty is represented ...
On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition
(2010-11)
The optimization of stochastic linear problems, via scenario analysis, based on Benders decomposition requires to appending feasibility and/or optimality cuts to the master problem until the iterative procedure reaches the ...
On Downloading and Using CPLEX within COIN-OR for Solving Linear/Integer Optimization Problems
(2011-11)
The aim of this technical report is to present some detailed explanations in order to use the solver CPLEX within COIN-OR
environment. In particular, we describe how to download, install and use the corresponding source ...