Pages that link to "Item:Q2392864"

The following pages link to A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition (Q2392864):

Displaying 32 items.

• Large-scale optimization with the primal-dual column generation method (Q266408) (← links)
• Exact penalty functions and convex extensions of functions in schemes of decomposition in variables (Q289801) (← links)
• Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study (Q297279) (← links)
• A regularized simplex method (Q302140) (← links)
• A parallel implementation of an \(O^\ast(n^4)\) volume algorithm (Q302146) (← links)
• Implementing the simplex method as a cutting-plane method, with a view to regularization (Q377719) (← links)
• Level bundle-like algorithms for convex optimization (Q743968) (← links)
• Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs (Q1621689) (← links)
• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
• The Benders decomposition algorithm: a literature review (Q1751891) (← links)
• Regularized decomposition of large scale block-structured robust optimization problems (Q1789623) (← links)
• An improved L-shaped method for solving process flexibility design problems (Q1793161) (← links)
• A so-called cluster Benders decomposition approach for solving two-stage stochastic linear problems (Q1939068) (← links)
• Implementing the branch-and-cut approach for a general purpose Benders' decomposition framework (Q2029367) (← links)
• Decomposition methods for Wasserstein-based data-driven distributionally robust problems (Q2060355) (← links)
• Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse (Q2097658) (← links)
• Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse (Q2288987) (← links)
• Problems related to estimating the coefficients of exact penalty functions (Q2320225) (← links)
• Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
• Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method (Q2355924) (← links)
• On parallelizing dual decomposition in stochastic integer programming (Q2450615) (← links)
• Level bundle methods for oracles with on-demand accuracy (Q2926079) (← links)
• Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
• A new interior-point approach for large separable convex quadratic two-stage stochastic problems (Q5043842) (← links)
• Supply–demand hub in industrial clusters: a stochastic approach (Q5058908) (← links)
• Inverse Mixed Integer Optimization: Polyhedral Insights and Trust Region Methods (Q5087718) (← links)
• JuMP: A Modeling Language for Mathematical Optimization (Q5738130) (← links)
• The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs (Q6112748) (← links)
• On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems (Q6166652) (← links)
• Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems (Q6180307) (← links)
• A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty (Q6568482) (← links)
• Stabilized Benders decomposition for energy planning under climate uncertainty (Q6586266) (← links)