two-stage stochastic mixed integer programs

Stochastic programming for an integrated assignment, routing, and scheduling problem

  • Syu-Ning Johnn
  • AndrĂ©s Miniguano-Trujillo
  • Yiran Zhu
  • Akshay Gupte
  • Joerg Kalcsics
    • Categories Applications - OR and Management Sciences, Combinatorial Optimization, Stochastic Programming Tags , , , ,

    We study a two-stage stochastic combinatorial optimization problem that integrates fleet-sizing, assignment, routing, and scheduling problems. Although this problem has wide applicability, it arises in particular in the home healthcare industry where a service team of caregivers have to be assigned to patients and put in vehicle fleet that have to be routed amongst the … Read more

    Ancestral Benders’ Cuts and Multi-term Disjunctions for Mixed-Integer Recourse Decisions in Stochastic Programming

  • Yunwei Qi
  • Suvrajeet Sen
    • Categories Branch and Cut Algorithms, Stochastic Programming Tags , ,

    This paper focuses on solving two-stage stochastic mixed integer programs (SMIPs) with general mixed integer decision variables in both stages. We develop a decomposition algorithm in which the first stage approximation is solved using a branch-and-bound tree with nodes inheriting Benders’ cuts that are valid for their ancestor nodes. In addition, we develop two closely … Read more