Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363): Difference between revisions

@@ Property / describes a project that uses @@
+CPLEX
@@ Property / describes a project that uses: CPLEX / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+DDSIP
@@ Property / describes a project that uses: DDSIP / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cor.2017.04.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2605860082
@@ Property / OpenAlex ID: W2605860082 / rank @@
+Normal rank
@@ Property / cites work @@
+Convexity and decomposition of mean-risk stochastic programs
+Normal rank
@@ Property / cites work @@
+A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
+Normal rank
@@ Property / cites work @@
+Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
+Normal rank
@@ Property / cites work @@
+On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
+Normal rank
@@ Property / cites work @@
+An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization
+Normal rank
@@ Property / cites work @@
+A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
+Normal rank
@@ Property / cites work @@
+Medium range optimization of copper extraction planning under uncertainty in future copper prices
+Normal rank
@@ Property / cites work @@
+A so-called cluster Benders decomposition approach for solving two-stage stochastic linear problems
+Normal rank
@@ Property / cites work @@
+Time-consistent approximations of risk-averse multistage stochastic optimization problems
+Normal rank
@@ Property / cites work @@
+The volume algorithm: Producing primal solutions with a subgradient method
+Normal rank
@@ Property / cites work @@
+Partitioning procedures for solving mixed-variables programming problems
+Normal rank
@@ Property / cites work @@
+Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
+Normal rank
@@ Property / cites work @@
+Dual decomposition in stochastic integer programming
+Normal rank
@@ Property / cites work @@
+Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
+Normal rank
@@ Property / cites work @@
+Estimating allocations for value-at-risk portfolio optimization
+Normal rank
@@ Property / cites work @@
+On stochastic dynamic programming for solving large-scale planning problems under uncertainty
+Normal rank
@@ Property / cites work @@
+Scenario optimization
@@ Property / cites work: Scenario optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
+Normal rank
@@ Property / cites work @@
+Optimization with Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Robust stochastic dominance and its application to risk-averse optimization
+Normal rank
@@ Property / cites work @@
+On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
+Normal rank
@@ Property / cites work @@
+An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
+Normal rank
@@ Property / cites work @@
+On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
+Normal rank
@@ Property / cites work @@
+Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
+Normal rank
@@ Property / cites work @@
+Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
+Normal rank
@@ Property / cites work @@
+Cluster Lagrangean decomposition in multistage stochastic optimization
+Normal rank
@@ Property / cites work @@
+An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management
+Normal rank
@@ Property / cites work @@
+Solving two-stage stochastic programming problems with level decomposition
+Normal rank
@@ Property / cites work @@
+Bundle methods for sum-functions with ``easy'' components: applications to multicommodity network design
+Normal rank
@@ Property / cites work @@
+Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
+Normal rank
@@ Property / cites work @@
+Q4178782
@@ Property / cites work: Q4178782 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
+Normal rank
@@ Property / cites work @@
+Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
+Normal rank
@@ Property / cites work @@
+Lagrangean relaxation. (With comments and rejoinder).
+Normal rank
@@ Property / cites work @@
+Lagrangean decomposition: A model yielding stronger lagrangean bounds
+Normal rank
@@ Property / cites work @@
+SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning
+Normal rank
@@ Property / cites work @@
+Risk-averse feasible policies for large-scale multistage stochastic linear programs
+Normal rank
@@ Property / cites work @@
+The traveling-salesman problem and minimum spanning trees: Part II
+Normal rank
@@ Property / cites work @@
+Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
+Normal rank
@@ Property / cites work @@
+Q3065430
@@ Property / cites work: Q3065430 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
+Normal rank
@@ Property / cites work @@
+A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+Inexact Bundle Methods for Two-Stage Stochastic Programming
+Normal rank
@@ Property / cites work @@
+A parallelised distributed implementation of a branch and fix coordination algorithm
+Normal rank
@@ Property / cites work @@
+Multi-stage stochastic optimization applied to energy planning
+Normal rank
@@ Property / cites work @@
+Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals
+Normal rank
@@ Property / cites work @@
+Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
+Normal rank
@@ Property / cites work @@
+The Benders decomposition algorithm: a literature review
+Normal rank
@@ Property / cites work @@
+Scenarios and Policy Aggregation in Optimization Under Uncertainty
+Normal rank
@@ Property / cites work @@
+Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences
+Normal rank
@@ Property / cites work @@
+Parallel decomposition of multistage stochastic programming problems
+Normal rank
@@ Property / cites work @@
+On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
+Normal rank
@@ Property / cites work @@
+A hierarchy of bounds for stochastic mixed-integer programs
+Normal rank
@@ Property / cites work @@
+Minimizing conditional-value-at-risk for stochastic scheduling problems
+Normal rank
@@ Property / cites work @@
+Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse
+Normal rank
@@ Property / cites work @@
+Conditional value-at-risk in stochastic programs with mixed-integer recourse
+Normal rank
@@ Property / cites work @@
+Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming
+Normal rank
@@ Property / cites work @@
+On a time consistency concept in risk averse multistage stochastic programming
+Normal rank
@@ Property / cites work @@
+Risk neutral and risk averse stochastic dual dynamic programming method
+Normal rank
@@ Property / cites work @@
+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
+Normal rank
@@ Property / cites work @@
+Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
+Normal rank