Stochastic Planning and Scheduling with Logic-Based Benders Decomposition

References

• Aggoun A, Beldiceanu N (1993) Extending CHIP in order to solve complex scheduling and placement problems. Math. Comput. Model. 17(7):57–73.Crossref, Google Scholar
• Ahmed S (2006) Convexity and decomposition of mean-risk stochastic programs. Math. Programming 106(3):433–446.Crossref, Google Scholar
• Angulo G, Ahmed S, Dey SS (2016) Improving the integer L-shaped method. INFORMS J. Comput. 28(3):483–499.Link, Google Scholar
• Atakan S, Bülbül K, Noyan N (2017) Minimizing value-at-risk in single-machine scheduling. Ann. Oper. Res. 248(1–2):25–73.Crossref, Google Scholar
• Baptiste P, Le Pape C, Nuijten W (2001) Constraint-Based Scheduling: Applying Constraint Programming to Scheduling Problems (Kluwer).Crossref, Google Scholar
• Benders JF (1962) Partitioning procedures for solving mixed-variables programming problems. Numerische Mathematik 4(1):238–252.Crossref, Google Scholar
• Binato S, Pereira MVF, Granville S (2001) A new Benders decomposition approach to solve power transmission network design problems. IEEE Trans. Power Systems 16(2):235–240.Crossref, Google Scholar
• Birge JR, Louveaux F (1988) A multicut algorithm for two-stage stochastic linear programs. Eur. J. Oper. Res. 34(3):384–392.Crossref, Google Scholar
• Birge JR, Louveaux F (2011) Introduction to Stochastic Programming(Springer Science & Business Media).Crossref, Google Scholar
• Bülbül K, Kücükyavuz S, Noyan N, Şen H (2016) A two-stage chance-constrained mean-risk stochastic programming model for single-machine scheduling. Working paper.Google Scholar
• Carøe CC, Schultz R (1999) Dual decomposition in stochastic integer programming. Oper. Res. Lett. 24(1–2):37–45.Crossref, Google Scholar
• Ciré A, Çoban E, Hooker JN (2016) Logic-based Benders decomposition for planning and scheduling: A computational analysis. Knowledge Engrg. Rev. 31(5):440–451.Crossref, Google Scholar
• Contreras I, Cordeau JF, Laporte G (2011) Benders decomposition for large-scale uncapacitated hub location. Oper. Res. 59(6):1477–1490.Link, Google Scholar
• Cordeau JF, Stojković G, Soumis F, Desrosiers J (2001) Benders decomposition for simultaneous aircraft routing and crew scheduling. Transportation Sci. 35(4):375–388.Link, Google Scholar
• Elçi Ö, Noyan N (2018) A chance-constrained two-stage stochastic programming model for humanitarian relief network design. Transportation Res. Part B Methodological 108:55–83.Crossref, Google Scholar
• Fazel-Zarandi MM, Beck JC (2012) Using logic-based Benders decomposition to solve the capacity-and distance-constrained plant location problem. INFORMS J. Comput. 24(3):387–398.Link, Google Scholar
• Fazel-Zarandi MM, Berman O, Beck JC (2013) Solving a stochastic facility location/fleet management problem with logic-based Benders’ decomposition. IIE Trans. 45(8):896–911.Crossref, Google Scholar
• Gade D, Küçükyavuz S, Sen S (2014) Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs. Math. Programming 144(1–2):39–64.Crossref, Google Scholar
• Geoffrion AM (1972) Generalized Benders decomposition. J. Optim. Theory Appl. 10(4):237–260.Crossref, Google Scholar
• Geoffrion AM, Graves GW (1974) Multicommodity distribution system design by Benders decomposition. Management Sci. 20(5):822–844.Link, Google Scholar
• Guo C, Bodur M, Aleman DM, Urbach DR (2021) Logic-based benders decomposition and binary decision diagram based approaches for stochastic distributed operating room scheduling. INFORMS J. Comput. 33(4):1551–1569.Google Scholar
• Heching A, Hooker JN, Kimura R (2019) A logic-based Benders approach to home healthcare delivery. Transportation Sci. 53(2):510–522.Link, Google Scholar
• Hooker JN (2000) Logic-Based Methods for Optimization: Combining Optimization and Constraint Satisfaction (Wiley, New York).Crossref, Google Scholar
• Hooker JN (2007) Planning and scheduling by logic-based Benders decomposition. Oper. Res. 55(3):588–602.Link, Google Scholar
• Hooker JN (2012) Integrated Methods for Optimization, 2nd ed. (Springer).Crossref, Google Scholar
• Hooker JN (2019) Logic-based Benders decomposition for large-scale optimization. Velasquez-Bermúdez J, Khakifirooz M, Fathi M, eds. Large Scale Optimization Applied to Supply Chain and Smart Manufacturing: Theory and Real-Life Applications (Springer), 1–26.Crossref, Google Scholar
• Hooker JN, Ottosson G (2003) Logic-based Benders decomposition. Math. Programming 96(1):33–60.Crossref, Google Scholar
• Küçükyavuz S, Sen S (2017) An Introduction to Two-Stage Stochastic Mixed-Integer Programming. Leading Developments from INFORMS Communities (INFORMS TutORials in Operations Research).Google Scholar
• Laporte G, Louveaux FV (1993) The integer L-shaped method for stochastic integer programs with complete recourse. Oper. Res. Lett. 13(3):133–142.Google Scholar
• Laporte G, Louveaux FV, Van Hamme L (2002) An integer L-shaped algorithm for the capacitated vehicle routing problem with stochastic demands. Oper. Res. 50(3):415–423.Google Scholar
• Li C, Grossmann IE (2018) An improved L-shaped method for two-stage convex 0–1 mixed integer nonlinear stochastic programs. Comput. Chemical Engrg. 112:165–179.Crossref, Google Scholar
• Lombardi M, Milano M, Ruggiero M, Benini L (2010) Stochastic allocation and scheduling for conditional task graphs in multi-processor systems-on-chip. J. Scheduling 13(4):315–345.Crossref, Google Scholar
• Markowitz H (1952) Portfolio analysis. J. Finance 8:77–91.Google Scholar
• Noyan N, Balcik B, Atakan S (2015) A stochastic optimization model for designing last mile relief networks. Transportation Sci. 50(3):1092–1113.Link, Google Scholar
• Prékopa A (2013) Stochastic Programming, vol. 324 (Springer Science & Business Media).Google Scholar
• Rahmaniani R, Crainic TG, Gendreau M, Rei W (2017) The Benders decomposition algorithm: A literature review. Eur. J. Oper. Res. 259(3):801–817.Crossref, Google Scholar
• Rockafellar RT, Wets RJB (1991) Scenarios and policy aggregation in optimization under uncertainty. Math. Oper. Res. 16(1):119–147.Link, Google Scholar
• Sen S, Higle JL (2005) The C3 theorem and a D2 algorithm for large scale stochastic mixed-integer programming: Set convexification. Math. Programming 104(1):1–20.Crossref, Google Scholar
• Shapiro A, Dentcheva D, Ruszczyński A (2009) Lectures on Stochastic Programming: Modeling and Theory (SIAM).Crossref, Google Scholar
• Thorsteinsson E (2001) Branch and check: A hybrid framework integrating mixed integer programming and constraint logic programming. Walsh T, ed. Principles and Practice of Constraint Programming (CP 2001), Lecture Notes in Computer Science, vol. 2239 (Springer), 16–30.Crossref, Google Scholar
• Van Slyke RM, Wets R (1969) L-shaped linear programs with applications to optimal control and stochastic programming. SIAM J. Appl. Math. 17(4):638–663.Crossref, Google Scholar