Single-ratio fractional integer programs with stochastic right-hand sides
针对一类随机右端项的单比率分数整数规划,提出等价值函数重构和两阶段求解方法,第一阶段构建值函数,第二阶段用全局分支定界或水平集方法求解,可处理与文献中最大随机二次整数规划同量级的实例。
We present an equivalent value function reformulation for a class of single-ratio Fractional Integer Programs (FIPs) with stochastic right-hand sides and propose a two-phase solution approach. The first phase constructs the value functions of FIPs in both stages. The second phase solves the reformulation using a global branch-and-bound algorithm or a level-set approach. We derive some basic properties of the value functions of FIPs and utilize them in our algorithms. We show that in certain cases our approach can solve instances whose extensive forms have the same order of magnitude as the largest stochastic quadratic integer programs solved in the literature.