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Optim."],"published-print":{"date-parts":[[2018,1]]},"abstract":"<jats:p>We consider chance-constrained binary programs, where each row of the inequalities that involve uncertainty needs to be satisfied probabilistically. Only the information of the mean and covariance matrix is available, and we solve distributionally robust chance-constrained binary programs (DCBP). Using two different ambiguity sets, we equivalently reformulate the DCBPs as 0-1 second-order cone (SOC) programs. We further exploit the submodularity of 0-1 SOC constraints under special and general covariance matrices, and we utilize the submodularity as well as lifting to derive extended polymatroid inequalities to strengthen the 0-1 SOC formulations. We incorporate the valid inequalities in a branch-and-cut algorithm for efficiently solving DCBPs. We demonstrate the computational efficacy and solution performance using diverse instances of a chance-constrained bin packing problem.<\/jats:p>","DOI":"10.1137\/17m1158707","type":"journal-article","created":{"date-parts":[[2018,10,9]],"date-time":"2018-10-09T14:20:22Z","timestamp":1539094822000},"page":"2922-2944","source":"Crossref","is-referenced-by-count":85,"title":["Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information"],"prefix":"10.1137","volume":"28","author":[{"given":"Yiling","family":"Zhang","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-3941-5057","authenticated-orcid":true,"given":"Ruiwei","family":"Jiang","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-2854-163X","authenticated-orcid":true,"given":"Siqian","family":"Shen","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"351","published-online":{"date-parts":[[2018,10,9]]},"reference":[{"key":"atypb1","doi-asserted-by":"publisher","DOI":"10.1016\/j.disopt.2015.07.003"},{"key":"atypb2","doi-asserted-by":"publisher","DOI":"10.1002\/net.21769"},{"key":"atypb3","unstructured":"A. Atamt\u00fcrk and A. G\u00f3mez,\n                      Submodularity in Conic Quadratic Mixed 0-1 Optimization\n                      , preprint,https:\/\/arxiv.org\/abs\/1705.05918, 2017."},{"key":"atypb4","doi-asserted-by":"publisher","DOI":"10.1016\/j.orl.2008.04.006"},{"key":"atypb5","doi-asserted-by":"publisher","DOI":"10.1016\/j.disopt.2009.03.002"},{"key":"atypb6","doi-asserted-by":"publisher","DOI":"10.1287\/moor.1100.0445"},{"key":"atypb7","unstructured":"A. Bhardwaj,\n                      Binary Conic Quadratic Knapsacks\n                      , Ph.D. thesis, University of California, Berkeley, 2015."},{"key":"atypb8","doi-asserted-by":"publisher","DOI":"10.1007\/s10957-006-9084-x"},{"key":"atypb9","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1090.0712"},{"key":"atypb10","doi-asserted-by":"publisher","DOI":"10.1137\/130915315"},{"key":"atypb11","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1090.0741"},{"key":"atypb12","doi-asserted-by":"crossref","unstructured":"Y. Deng, S. Shen, and B. T. Denton,\n                      Chance-Constrained Surgery Planning under Conditions of Limited and Ambiguous Data\n                      , preprint,https:\/\/doi.org\/10.2139\/ssrn.2432375, 2016.","DOI":"10.2139\/ssrn.2432375"},{"key":"atypb13","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1090.0791"},{"key":"atypb14","first-page":"69","author":"Edmonds J.","year":"1970","journal-title":"New York"},{"key":"atypb15","doi-asserted-by":"publisher","DOI":"10.1287\/opre.51.4.543.16101"},{"key":"atypb16","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-015-0929-7"},{"key":"atypb17","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-010-0385-3"},{"key":"atypb18","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-014-0832-7"},{"key":"atypb19","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-013-0684-6"},{"key":"atypb20","doi-asserted-by":"publisher","DOI":"10.1137\/070702928"},{"key":"atypb21","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-008-0247-4"},{"key":"atypb22","unstructured":"G. Nemhauser and L. Wolsey,\n                      Integer and Combinatorial Optimization\n                      , Wiley, New York, 1999."},{"key":"atypb23","doi-asserted-by":"publisher","DOI":"10.1007\/BF01588971"},{"key":"atypb24","doi-asserted-by":"publisher","DOI":"10.1007\/s10957-009-9523-6"},{"key":"atypb25","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1060.0353"},{"key":"atypb26","first-page":"5","volume":"10","author":"Pr\u00e9kopa A.","year":"2003","journal-title":"Operations Research and Management Science"},{"key":"atypb27","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.2015.2228"},{"key":"atypb28","doi-asserted-by":"publisher","DOI":"10.1287\/serv.2013.0061"},{"key":"atypb29","doi-asserted-by":"publisher","DOI":"10.1287\/ijoc.1120.0530"},{"key":"atypb30","doi-asserted-by":"crossref","unstructured":"D. Simchi-Levi, X. Chen, and J. 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Shen,\n                      Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information\n                      , preprint,https:\/\/arxiv.org\/abs\/1610.00035, 2018."},{"key":"atypb37","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-011-0494-7"}],"container-title":["SIAM Journal on Optimization"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/17M1158707","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,8,21]],"date-time":"2026-08-21T18:52:01Z","timestamp":1787338321000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/17M1158707"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,1]]},"references-count":37,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2018,1]]}},"alternative-id":["10.1137\/17M1158707"],"URL":"https:\/\/doi.org\/10.1137\/17m1158707","relation":{},"ISSN":["1052-6234","1095-7189"],"issn-type":[{"value":"1052-6234","type":"print"},{"value":"1095-7189","type":"electronic"}],"subject":[],"published":{"date-parts":[[2018,1]]}}}