Integrated Value Function Global Optimization Approaches for Two-Stage Stochastic Programs

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dc.contributor.advisorSchaefer, Andrew J.en_US
dc.contributor.committeeMemberHicks, Illya V.en_US
dc.contributor.committeeMemberHuchette, Joeyen_US
dc.contributor.committeeMemberOzaltın, Osman Y.en_US
dc.creatorAntley, Eric Men_US
dc.date.accessioned2021-06-04T14:46:45Zen_US
dc.date.available2022-05-01T05:01:14Zen_US
dc.date.created2021-05en_US
dc.date.issued2021-05-27en_US
dc.date.submittedMay 2021en_US
dc.date.updated2021-06-04T14:46:46Zen_US
dc.description.abstractWe consider a class of nonnegative two-stage stochastic integer programs with discretely distributed right-hand sides. We develop a global optimization algorithm that exploits the structure of the superadditive dual for mixed-integer programs to search for the optimal solution. We demonstrate that our algorithm is capable of solving instances with large scenario counts to optimality.en_US
dc.embargo.terms2022-05-01en_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.citationAntley, Eric M. "Integrated Value Function Global Optimization Approaches for Two-Stage Stochastic Programs." (2021) Master’s Thesis, Rice University. <a href="https://hdl.handle.net/1911/110654">https://hdl.handle.net/1911/110654</a>.en_US
dc.identifier.urihttps://hdl.handle.net/1911/110654en_US
dc.language.isoengen_US
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.en_US
dc.subjectStochastic Programmingen_US
dc.subjectMixed-Intger Programmingen_US
dc.subjectSuper-additiveen_US
dc.subjectDuality·Non-convex Optimizationen_US
dc.titleIntegrated Value Function Global Optimization Approaches for Two-Stage Stochastic Programsen_US
dc.typeThesisen_US
dc.type.materialTexten_US
thesis.degree.departmentComputational and Applied Mathematicsen_US
thesis.degree.disciplineEngineeringen_US
thesis.degree.grantorRice Universityen_US
thesis.degree.levelMastersen_US
thesis.degree.nameMaster of Scienceen_US
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