Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation (Q429477): Difference between revisions

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English	Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation	scientific article

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scholarly article

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title

Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation (English)

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Computational Optimization and Applications

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publication date

19 June 2012

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zbMATH Keywords

stochastic programming

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sample based optimization

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computational experimentation

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describes a project that uses

SUTIL

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10589-010-9366-y

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cites work

Partitioning procedures for solving mixed-variables programming problems

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The value of the stochastic solution in stochastic linear programs with fixed recourse

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A multicut algorithm for two-stage stochastic linear programs

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Introduction to Stochastic Programming

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Bootstrap methods: another look at the jackknife

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Statistical verification of optimality conditions for stochastic programs with recourse

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Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse

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Finite master programs in regularized stochastic decomposition

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Stochastic decomposition. A statistical method for large scale stochastic linear programming

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Statistical approximations for stochastic linear programming problems

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Epi‐consistency of convex stochastic programs

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The Sample Average Approximation Method for Stochastic Discrete Optimization

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The empirical behavior of sampling methods for stochastic programming

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Monte Carlo bounding techniques for determinig solution quality in stochastic programs

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Sample-path optimization of convex stochastic performance functions

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A regularized decomposition method for minimizing a sum of polyhedral functions

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Q4311921

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Asymptotic analysis of stochastic programs

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Conditioning of convex piecewise linear stochastic programs

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<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

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Identifiers

zbMATH Open document ID

1241.90005

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DOI

10.1007/s10589-010-9366-y

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:429477

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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10589-010-9366-y
+Normal rank
@@ Property / OpenAlex ID @@
+W2048160456
@@ Property / OpenAlex ID: W2048160456 / rank @@
+Normal rank
@@ Property / cites work @@
+Partitioning procedures for solving mixed-variables programming problems
+Normal rank
@@ Property / cites work @@
+The value of the stochastic solution in stochastic linear programs with fixed recourse
+Normal rank
@@ Property / cites work @@
+A multicut algorithm for two-stage stochastic linear programs
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical verification of optimality conditions for stochastic programs with recourse
+Normal rank
@@ Property / cites work @@
+Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
+Normal rank
@@ Property / cites work @@
+Finite master programs in regularized stochastic decomposition
+Normal rank
@@ Property / cites work @@
+Stochastic decomposition. A statistical method for large scale stochastic linear programming
+Normal rank
@@ Property / cites work @@
+Statistical approximations for stochastic linear programming problems
+Normal rank
@@ Property / cites work @@
+Epi‐consistency of convex stochastic programs
@@ Property / cites work: Epi‐consistency of convex stochastic programs / rank @@
+Normal rank
@@ Property / cites work @@
+The Sample Average Approximation Method for Stochastic Discrete Optimization
+Normal rank
@@ Property / cites work @@
+The empirical behavior of sampling methods for stochastic programming
+Normal rank
@@ Property / cites work @@
+Monte Carlo bounding techniques for determinig solution quality in stochastic programs
+Normal rank
@@ Property / cites work @@
+Sample-path optimization of convex stochastic performance functions
+Normal rank
@@ Property / cites work @@
+A regularized decomposition method for minimizing a sum of polyhedral functions
+Normal rank
@@ Property / cites work @@
+Q4311921
@@ Property / cites work: Q4311921 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic analysis of stochastic programs
@@ Property / cites work: Asymptotic analysis of stochastic programs / rank @@
+Normal rank
@@ Property / cites work @@
+Conditioning of convex piecewise linear stochastic programs
+Normal rank
@@ Property / cites work @@
+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
+Normal rank