Finiteness theorems in stochastic integer programming

Matthias Aschenbrenner, Raymond Hemmecke

Research output: Contribution to journalArticlepeer-review

34 Scopus citations

Abstract

We study Graver test sets for families of linear multistage stochastic integer programs with a varying number of scenarios. We show that these test sets can be decomposed into finitely many "building blocks," independent of the number of scenarios, and we give an effective procedure to compute them. The paper includes an introduction to Nash-Williams' theory of better-quasi-orderings, which is used to show termination of our algorithm. We also apply this theory to finiteness results for Hilbert functions.

Original languageEnglish
Pages (from-to)183-227
Number of pages45
JournalFoundations of Computational Mathematics
Volume7
Issue number2
DOIs
StatePublished - Apr 2007
Externally publishedYes

Keywords

  • Decomposition methods
  • Graver bases
  • Multistage stochastic integer programming
  • Test sets
  • Well-quasi-orderings

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