Pages that link to "Item:Q4861361"

The following pages link to A New Scenario Decomposition Method for Large-Scale Stochastic Optimization (Q4861361):

Displaying 50 items.

• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
• An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
• Robust energy planning in buildings with energy and comfort costs (Q427565) (← links)
• The impact of sampling methods on bias and variance in stochastic linear programs (Q434168) (← links)
• A warm-start approach for large-scale stochastic linear programs (Q535016) (← links)
• Testing successive regression approximations by large-scale two-stage problems (Q646635) (← links)
• Exact methods for large-scale multi-period financial planning problems (Q839841) (← links)
• A heuristic approach for airport gate assignments for stochastic flight delays (Q869587) (← links)
• A robust optimization model for multi-site production planning problem in an uncertain environment (Q872258) (← links)
• Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926) (← links)
• On-line portfolio selection using stochastic programming (Q951342) (← links)
• A re-scaled twin augmented Lagrangian algorithm for saddle point seeking (Q960238) (← links)
• Adaptive multicut aggregation for two-stage stochastic linear programs with recourse (Q976324) (← links)
• A comparative study of decomposition algorithms for stochastic combinatorial optimization (Q1001189) (← links)
• Enhancements of two-stage stochastic decomposition (Q1010300) (← links)
• Modeling supplier selection and the use of option contracts for global supply chain design (Q1017454) (← links)
• Analysis of stochastic problem decomposition algorithms in computational grids (Q1026583) (← links)
• Survey of mathematical programming models in air pollution management (Q1278448) (← links)
• Strategic financial risk management and operations research (Q1278574) (← links)
• Accelerating the regularized decomposition method for two stage stochastic linear problems (Q1278964) (← links)
• A branch and bound method for stochastic global optimization (Q1290672) (← links)
• Duality and statistical tests of optimality for two stage stochastic programs (Q1363429) (← links)
• A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs (Q1363435) (← links)
• Decomposition methods in stochastic programming (Q1365061) (← links)
• Strategic asset allocation (Q1391439) (← links)
• Solving long-term financial planning problems via global optimization (Q1391442) (← links)
• A robust optimization model for a cross-border logistics problem with fleet composition in an uncertain environment. (Q1411002) (← links)
• Hierarchical stochastic production planning with delay interaction (Q1573994) (← links)
• Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
• Robust optimisation approach for vehicle routing problems with uncertainty (Q1666879) (← links)
• An inverse robust optimisation approach for a class of vehicle routing problems under uncertainty (Q1723627) (← links)
• A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems (Q1751680) (← links)
• Duality gaps in nonconvex stochastic optimization (Q1764248) (← links)
• A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (Q1769066) (← links)
• Parallel decomposition of multistage stochastic programming problems (Q1803606) (← links)
• Scenario analysis via bundle decomposition (Q1896443) (← links)
• On augmented Lagrangian decomposition methods for multistage stochastic programs (Q1918433) (← links)
• Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
• Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
• A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs (Q1989733) (← links)
• Implementing the branch-and-cut approach for a general purpose Benders' decomposition framework (Q2029367) (← links)
• Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems (Q2198541) (← links)
• Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme (Q2218888) (← links)
• A robust optimization approach with probe-able uncertainty (Q2239954) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• Asynchronous Lagrangian scenario decomposition (Q2246185) (← links)
• A robust stochastic casualty collection points location problem (Q2315652) (← links)
• A multi-trip split-delivery vehicle routing problem with time windows for inventory replenishment under stochastic travel times (Q2358098) (← links)
• Parallelizable preprocessing method for multistage stochastic programming problems (Q2370063) (← links)
• A decomposition-based crash-start for stochastic programming (Q2376127) (← links)