Kai Huang

A Polyhedral Study on Chance Constrained Program with Random Right-Hand Side

  • Kai Huang
  • Bo Zeng
  • Ming Zhao
    • Categories (Mixed) Integer Linear Programming, Cutting Plane Approaches, Stochastic Programming Tags , , , , ,

    The essential structure of the mixed–integer programming formulation for chance–constrained program (CCP) is the intersection of multiple mixing sets with a $0-1$ knapsack. To improve our computational capacity on CCP, an underlying substructure, the (single) mixing set with a $0-1$ knapsack, has received substantial attentions recently. In this study, we consider a CCP problem with … Read more

    Strong Inequalities for Chance-Constrained Program

  • Kai Huang
  • Bo Zeng
  • Ming Zhao
    • Categories Cutting Plane Approaches, Integer Programming Tags , ,

    As an essential substructure underlying a large class of chance-constrained programming problems with finite discrete distributions, the mixing set with $0-1$ knapsack has received considerable attentions in recent literature. In this study, we present a family of strong inequalities that subsume existing ones for this set. We also find many other inequalities that can be … Read more