Accelerating the regularized decomposition method for two stage stochastic linear problems (Q1278964): Difference between revisions

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-Ruszczyński, Andrzej
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+A multicut algorithm for two-stage stochastic linear programs
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+Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
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+Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
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+Q3288565
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+Generalized upper bounding techniques
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+Decomposition Principle for Linear Programs
@@ Property / cites work: Decomposition Principle for Linear Programs / rank @@
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+MSLiP: A computer code for the multistage stochastic linear programming problem
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+Solving many linear programs that differ only in the right-hand side
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+Stochastic decomposition. A statistical method for large scale stochastic linear programming
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+Q3141900
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+A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
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+A regularized decomposition method for minimizing a sum of polyhedral functions
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+A cutting-plane algorithm with linear and geometric rates of convergence
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+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
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+Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
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+A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
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+https://doi.org/10.1016/s0377-2217(96)00401-8
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