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Heuristics for two-stage stochastic K-adaptability

Published: 2026/02/06
  • Marianna De Santis
  • Federica Donnini
    • Categories Stochastic Programming Tags heuristics, k-adaptability, two-stage stochastic programming Short URL: https://optimization-online.org/?p=33450

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    Normalization of ReLU Dual for Cut Generation in Stochastic Mixed-Integer Programs
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    Keywords

    alternating direction method of multipliers augmented lagrangian method benders decomposition bilevel optimization Branch-and-Bound branch-and-cut chance constraints column generation combinatorial optimization complexity constrained optimization convex optimization cutting planes decomposition derivative-free optimization distributionally robust optimization duality dynamic programming first-order methods global convergence global optimization heuristics integer programming interior point methods large-scale optimization linear programming machine learning mixed-integer linear programming mixed-integer nonlinear programming mixed-integer programming multiobjective optimization nonconvex optimization nonlinear optimization nonlinear programming nonsmooth optimization optimal control optimization proximal point algorithm quadratic programming robust optimization semidefinite programming stochastic optimization stochastic programming trust-region methods unconstrained optimization

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