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    <id>609</id>
    <completedYear/>
    <publishedYear/>
    <thesisYearAccepted/>
    <language>eng</language>
    <pageFirst/>
    <pageLast/>
    <pageNumber/>
    <edition/>
    <issue/>
    <volume/>
    <type>preprint</type>
    <publisherName/>
    <publisherPlace/>
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    <completedDate>2025-10-28</completedDate>
    <publishedDate>--</publishedDate>
    <thesisDateAccepted>--</thesisDateAccepted>
    <title language="eng">Branch-and-cut for mixed-integer robust chance-constrained optimization with discrete distributions</title>
    <abstract language="eng">We study robust chance-constrained problems with mixed-integer design variables and ambiguity sets consisting of discrete probability distributions. Allowing general non-convex constraint functions, we develop a branch-and-cut framework using scenario-based cutting planes to generate lower bounds. The cutting planes are obtained by exploiting the classical big-M reformulation of the chance-constrained problem in the case of discrete distributions. Furthermore, we include the calculation of initial feasible solutions based on a bundle method applied to an approximation of the original problem into the branch-and-cut procedure. We conclude with a detailed discussion about the practical performance of the branch-and-cut framework with and without initial feasible solutions. In our experiments we focus on gas transport problems under uncertainty and provide a comparison of our method with solving the classical reformulation directly for various real-world sized instances.</abstract>
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    <licence>Creative Commons - CC BY - Namensnennung 4.0 International</licence>
    <author>Daniela Bernhard</author>
    <author>Frauke Liers</author>
    <author>Michael Stingl</author>
    <collection role="subprojects" number="">B06</collection>
    <file>https://opus4.kobv.de/opus4-trr154/files/609/paper_integer.pdf</file>
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