Finite master programs in regularized stochastic decomposition

From MaRDI portal
Publication:1341566

DOI10.1007/BF01582219zbMath0828.90097MaRDI QIDQ1341566

Julia L. Higle, Suvrajeet Sen

Publication date: 5 January 1995

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)




Related Items

Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization, Predictive stochastic programming, Towards a sustainable power grid: stochastic hierarchical planning for high renewable integration, Epigraphical nesting: A unifying theory for the convergence of algorithms, Strong convexity in stochastic programs with complete recourse, Duality and statistical tests of optimality for two stage stochastic programs, Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty, Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization, Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction, Distribution-free algorithms for predictive stochastic programming in the presence of streaming data, Compromise policy for multi-stage stochastic linear programming: variance and bias reduction, Increasing reliability of price signals in long term energy management problems, Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation, An SQP-type method and its application in stochastic programs, Simulation-based confidence bounds for two-stage stochastic programs, Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty, Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming, Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs, Divide to conquer: decomposition methods for energy optimization, Enhancements of two-stage stochastic decomposition, Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients, A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions, Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming, A regularized stochastic decomposition algorithm for two-stage stochastic linear programs



Cites Work