Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear objective at each major iteration, while the multicut version of the algorithm allows for several cuts to be placed at...

We present a new method for solving stochastic programs with joint chance constraints with random technology matrices and discretely distributed random data. The problem can be reformulated as a large-scale mixed 0-1 integer program. We derive a new class of optimality cuts called IIS cuts and...

In this paper, we present an aggregate mathematical model for air traffic flow management (ATFM), a problem of great concern both in Europe and in the United States. The model extends previous approaches by simultaneously taking into account three important issues: (i) the model explicitly...

This paper presents a binary optimization framework for modeling dynamic resource allocation problems. The framework (a) allows modeling flexibility by incorporating different objective functions, alternative sets of resources and fairness controls; (b) is widely applicable in a variety of...