Generalized adaptive partition-based method for two-stage stochastic linear programs: geometric oracle and analysis

DOI10.1016/j.orl.2022.06.004OpenAlexW4293147269WikidataQ114143868 ScholiaQ114143868MaRDI QIDQ2084001

Vincent Leclère, Maël Forcier

Publication date: 17 October 2022

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2022.06.004

zbMATH Keywords

exact methodstochastic linear programmingadaptive partition methods

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (3)

Exploiting the polyhedral geometry of stochastic linear bilevel programming ⋮ Exact Quantization of Multistage Stochastic Linear Problems ⋮ Unnamed Item

Uses Software

• polymake

Cites Work

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