Optimization-Driven Scenario Grouping

DOI10.1287/ijoc.2019.0924OpenAlexW3011536933MaRDI QIDQ3386802

Kevin M. Ryan, Shabbir Ahmed, Deepak Rajan, Jean-Paul Watson, Amelia Musselman, Santanu S. Dey

Publication date: 7 January 2021

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://www.osti.gov/biblio/1660514

zbMATH Keywords

stochastic programmingcomputational methodsinteger programming applications

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (5)

Lagrange dual bound computation for stochastic service network design ⋮ A Scalable Bounding Method for Multistage Stochastic Programs ⋮ A Lagrangian decomposition scheme for choice-based optimization ⋮ Bounds for Multistage Mixed-Integer Distributionally Robust Optimization ⋮ Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs

Uses Software

• SIPLIB
• pglib-uc

Cites Work

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• Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs
• A Scalable Bounding Method for Multistage Stochastic Programs
• An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse

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