A so-called cluster Benders decomposition approach for solving two-stage stochastic linear problems

DOI10.1007/s11750-011-0242-4zbMath1257.90061OpenAlexW2052874254MaRDI QIDQ1939068

L. Aranburu, Laureano Fernando Escudero Bueno, Gloria Pérez, María Araceli Garín

Publication date: 26 February 2013

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-011-0242-4

zbMATH Keywords

Benders decompositionscenario cluster auxiliary submodelstight feasibility cutstwo-stage stochastic linear problems

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

Medium range optimization of copper extraction planning under uncertainty in future copper prices, Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization, Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method

Uses Software

• CPLEX
• COIN-OR

Cites Work

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