Alexandre Forel

The Branch-and-Bound Tree Closure

  • Marius Roland
  • Nagisa Sugishita
  • Alexandre Forel
  • Youssouf Emine
  • Ricardo Fukasawa
  • Thibaut Vidal
    • Categories (Mixed) Integer Linear Programming, 0-1 Programming, Cutting Plane Approaches Tags , ,

    This paper investigates the a-posteriori analysis of Branch-and-Bound (BB) trees to extract structural information about the feasible region of mixed-binary linear programs. We introduce three novel outer approximations of the feasible region, systematically constructed from a BB tree. These are: a tight formulation based on disjunctive programming, a branching-based formulation derived from the tree’s branching … Read more

    Adaptive Partitioning for Chance-Constrained Problems with Finite Support

  • Marius Roland
  • Alexandre Forel
  • Thibaut Vidal
    • Categories Integer Programming, Stochastic Programming

    This paper studies chance-constrained stochastic optimization problems with finite support. It presents an iterative method that solves reduced-size chance-constrained models obtained by partitioning the scenario set. Each reduced problem is constructed to yield a bound on the optimal value of the original problem. We show how to adapt the partitioning of the scenario set so … Read more