A Scalable Bounding Method for Multistage Stochastic Programs

DOI10.1137/16M1075594zbMath1372.49039OpenAlexW2746381058WikidataQ57428037 ScholiaQ57428037MaRDI QIDQ5348474

Burhaneddin Sandıkçı, Osman Y. Özaltın

Publication date: 18 August 2017

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1075594

zbMATH Keywords

stochastic programmingparallel computingmixed-integermultistagebounding

Mathematics Subject Classification ID

Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Combinatorial optimization (90C27) Parallel algorithms in computer science (68W10) Decomposition methods (49M27)

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