Designing a majorization scheme for the recourse function in two-stage stochastic linear programming

DOI10.1007/BF00248764zbMath0780.90073OpenAlexW2037779394MaRDI QIDQ2366830

José H. Dulá

Publication date: 25 August 1993

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00248764

zbMATH Keywords

parametric programmingstochastic linear programsecond-stage recourse function

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Stochastic programming (90C15)

Related Items (1)

A new procedure for identifying the frame of the convex hull of a finite collection of points in multidimensional space

Cites Work

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• Sublinear upper bounds for stochastic programs with recourse
• Bounding separable recourse functions with limited distribution information
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• A piecewise linear upper bound on the network recourse function
• A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
• Preprocessing in Stochastic Programming: The Case of Linear Programs
• Bounds for Two-Stage Stochastic Programs with Fixed Recourse
• Algorithms for frames and lineality spaces of cones
• Convex Analysis
• Stochastic Programs with Recourse

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