Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse

DOI10.1287/ijoc.2017.0765zbMath1474.90307OpenAlexW2769278719MaRDI QIDQ5131710

Wim van Ackooij, Welington de Oliveira, Yongjia Song

Publication date: 9 November 2020

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

Full work available at URL: https://doi.org/10.1287/ijoc.2017.0765

zbMATH Keywords

stochastic programmingscenario reductionlevel decomposition

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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Uses Software

• Eigen
• SUTIL

Cites Work

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