A branch-and-cut-and-price framework for convex MINLP applied to a stochastic network design problem
| Autor: | Fortz, Bernard, Labbé, Martine, Poss, Michael |
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| Přispěvatelé: | Fortz, Bernard, Graphes et Optimisation Mathématique [Bruxelles] (GOM), Université libre de Bruxelles (ULB), Centre de recherche en épidémiologie et santé des populations (CESP), Assistance publique - Hôpitaux de Paris (AP-HP) (AP-HP)-Université Paris-Sud - Paris 11 (UP11)-Hôpital Paul Brousse-Institut National de la Santé et de la Recherche Médicale (INSERM)-Université de Versailles Saint-Quentin-en-Yvelines (UVSQ), Heuristique et Diagnostic des Systèmes Complexes [Compiègne] (Heudiasyc), Université de Technologie de Compiègne (UTC)-Centre National de la Recherche Scientifique (CNRS) |
| Jazyk: | angličtina |
| Rok vydání: | 2010 |
| Předmět: | |
| Zdroj: | Proceedings of the European Workshop on Mixed Integer Nonlinear Programming Proceedings of the European Workshop on Mixed Integer Nonlinear Programming, 2010, Unknown, Unknown Region. pp.131-138 |
| Popis: | Language of publication: en; International audience; Many convex linearly constrained programs and mixed integer programshave a large number of variables, so that the variables shouldbe generated dynamically throughout the solution algorithm. Thisyields to the well known “branch-and-price algorithm” and “simplicialdecomposition”. We present a novel “branch-and-cut-and-pricealgorithm” to extend this idea to certain classes of convex linearly constrainedMINLP. Our algorithm incorporates the variables generationinto the “LP/NLP algorithm” introduced by Quesada and Grossman.We detail our framework for the stochastic network design problemwith simple recourse and present preliminary computational results.Keywords: convex MINLP, branch-and-price, stochastic programming,network design. |
| Databáze: | OpenAIRE |
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