Scenario analysis via bundle decomposition (Q1896443): Difference between revisions

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+Using central prices in the decomposition of linear programs
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+Decomposition and Nondifferentiable Optimization with the Projective Algorithm
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+Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management
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+A new polynomial-time algorithm for linear programming
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+Proximity control in bundle methods for convex nondifferentiable minimization
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+NETGEN: A Program for Generating Large Scale Capacitated Assignment, Transportation, and Minimum Cost Flow Network Problems
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+Q3316093
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+Inequalities for Stochastic Linear Programming Problems
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+Parallel bundle-based decomposition for large-scale structured mathematical programming problems
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+Applying the progressive hedging algorithm to stochastic generalized networks
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+Bundle-based decomposition: Conditions for convergence
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+Extended scenario analysis
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+Convex Analysis
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+Scenarios and Policy Aggregation in Optimization Under Uncertainty
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+Parallel decomposition of multistage stochastic programming problems
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+Q4733672
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+A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
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+Partial inverse of a monotone operator
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+https://doi.org/10.1007/bf02031699
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+W2060281378
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+Publication:1896443