Stronger MIP formulations for the Steiner forest problem

Autor: Daniel R. Schmidt, Bernd Zey, François Margot

Publikováno v: Mathematical Programming. 186:373-407

The Steiner forest problem asks for a minimum weight forest that spans a given number of terminal sets. We propose new cut- and flow-based integer linear programming formulations for the problem which yield stronger linear programming bounds than the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::5145a2dd38397012ac9a0225b7c9ffd4
https://doi.org/10.1007/s10107-019-01460-6

Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities

Autor: François Margot, Miguel A. Lejeune

Publikováno v: Operations Research. 64:939-957

We propose a new and systematic reformulation and algorithmic approach to solve a complex class of stochastic programming problems involving a joint chance constraint with random technology matrix and stochastic quadratic inequalities. The method is

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::51767649408f257c937f037f7a5d7a29
https://doi.org/10.1287/opre.2016.1493

Chance-Constrained Programming with Decision-Dependent Uncertainty

Autor: François Margot, Alan Delgado de Oliveira, Miguel A. Lejeune

Publikováno v: SSRN Electronic Journal.

We study a class of joint chance-constrained stochastic problems CC-DD with decision-dependent and exogenous uncertainty. A coupling function models the relationship between decision and decision-dependent random variables. We propose reformulations

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::3a63b929e3b99b3503ad435b5574f152
https://doi.org/10.2139/ssrn.3201121

Merchant Commodity Storage and Term-Structure Model Error

Autor: François Margot, Duane J. Seppi, Nicola Secomandi, Guoming Lai, Alan Scheller-Wolf

Publikováno v: Manufacturing & Service Operations Management. 17:302-320

Merchant operations involves valuing and hedging the cash flows of commodity- and energy-conversion assets as real options based on stochastic models that inevitably embed model error. In this paper we quantify how empirically calibrated model errors

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::da36a028945fbb0953726ff099997d8a
https://doi.org/10.1287/msom.2015.0518

On the Relative Strength of Split, Triangle and Quadrilateral Cuts

Autor: Pierre Bonami, François Margot, Amitabh Basu, Gérard Cornuéjols

Publikováno v: Proceedings of the Twentieth Annual ACM-SIAM Symposium on Discrete Algorithms
Twentieth Annual ACM-SIAM Symposium on Discrete Algorithms
Twentieth Annual ACM-SIAM Symposium on Discrete Algorithms, Jan 2009, NEW YORK, NY, United States. pp.1220
Mathematical Programming, Series A
Mathematical Programming, Series A, Springer, 2009, pp.On line first. ⟨10.1007/s10107-009-0281-x⟩
Mathematical Programming, Series A, 2009, pp.On line first. ⟨10.1007/s10107-009-0281-x⟩

International audience; Integer programs defined by two equations with two free integer variables and nonnegative continuous variables have three types of nontrivial facets: split, triangle or quadrilateral inequalities. In this paper, we compare the

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::af520d9545c89b617d564953c1b74f2f
http://arxiv.org/abs/1701.06536