Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
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Publication:5131712
DOI10.1287/ijoc.2017.0767OpenAlexW2552836038MaRDI QIDQ5131712
Yan Deng, Siqian Shen, Shabbir Ahmed
Publication date: 9 November 2020
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/57c6613c5cb5399f043378e8e47e106ef57e5f1d
minimax optimizationparallel computingdistributed algorithmsdual decompositionconditional value-at-risk (CVaR)risk-averse 0-1 stochastic programs
Related Items (5)
Multi-modal cargo logistics distribution problem: decomposition of the stochastic risk-averse models ⋮ In Memoriam: Shabbir Ahmed (1969–2019) ⋮ Optimization-Driven Scenario Grouping ⋮ Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs ⋮ Special issue: Global solution of integer, stochastic and nonconvex optimization problems
Uses Software
Cites Work
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