Schaefer, Andrew J.2021-06-042022-05-012021-052021-05-27May 2021Antley, 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>.https://hdl.handle.net/1911/110654We 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.application/pdfengCopyright 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.Stochastic ProgrammingMixed-Intger ProgrammingSuper-additiveDuality·Non-convex OptimizationThesis2021-06-04