A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems (Q291046): Difference between revisions

Latest revision as of 13:36, 9 December 2024

scientific article

Language	Label	Description	Also known as
English	A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems	scientific article

Statements

instance of

scholarly article

0 references

title

A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems (English)

0 references

author

Sumit Mitra

0 references

Pablo Garcia-Herreros

0 references

Ignacio E. Grossmann

0 references

published in

Mathematical Programming. Series A. Series B

0 references

publication date

6 June 2016

0 references

zbMATH Keywords

cross-decomposition

0 references

two-stage stochastic programming

0 references

investment planning

0 references

describes a project that uses

0 references

0 references

0 references

0 references

0 references

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1007/s10107-016-1001-y

0 references

cites work

Canonical Cuts on the Unit Hypercube

0 references

The volume algorithm: Producing primal solutions with a subgradient method

0 references

Partitioning procedures for solving mixed-variables programming problems

0 references

A multicut algorithm for two-stage stochastic linear programs

0 references

Introduction to Stochastic Programming

0 references

Progress in computational mixed integer programming -- a look back from the other side of the tipping point

0 references

Grid-Enabled Optimization with GAMS

0 references

Dual decomposition in stochastic integer programming

0 references

Stochastic Power Generation Unit Commitment in Electricity Markets: A Novel Formulation and a Comparison of Solution Methods

0 references

Newton's method for convex programming and Tschebyscheff approximation

0 references

Q4857376

0 references

The Lagrangian Relaxation Method for Solving Integer Programming Problems

0 references

Generalized Bundle Methods

0 references

About Lagrangian methods in integer optimization

0 references

Generalized Benders decomposition

0 references

Decomposition and Nondifferentiable Optimization with the Projective Algorithm

0 references

Lagrangean relaxation. (With comments and rejoinder).

0 references

Lagrangean decomposition: A model yielding stronger lagrangean bounds

0 references

Scenario reduction algorithms in stochastic programming

0 references

The traveling-salesman problem and minimum spanning trees: Part II

0 references

Validation of subgradient optimization

0 references

On the convergence of cross decomposition

0 references

Linear mean value cross decomposition: A generalization of the Kornai- Liptak method

0 references

A convergence proof for linear mean value cross decomposition

0 references

Mean value cross decomposition applied to integer programming problems

0 references

A lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures

0 references

The Cutting-Plane Method for Solving Convex Programs

0 references

Proximity control in bundle methods for convex nondifferentiable minimization

0 references

Q4051509

0 references

The empirical behavior of sampling methods for stochastic programming

0 references

Accelerating Benders Decomposition: Algorithmic Enhancement and Model Selection Criteria

0 references

Accelerating Benders method using covering cut bundle generation

0 references

Mean Value Cross Decomposition for Two-Stage Stochastic Linear Programming with Recourse

0 references

Cross decomposition for mixed integer programming

0 references

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

0 references

Multicut Benders decomposition algorithm for process supply chain planning under uncertainty

0 references

Q3703599

0 references

Identifiers

zbMATH Open document ID

1347.90063

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

10.1007/S10107-016-1001-Y

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:291046

@@ Property / DOI @@
-.1007/s10107-016-1001-y
@@ Property / DOI: 10.1007/s10107-016-1001-y / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10107-016-1001-y
+Normal rank
@@ Property / OpenAlex ID @@
+W2314114783
@@ Property / OpenAlex ID: W2314114783 / rank @@
+Normal rank
@@ Property / cites work @@
+Canonical Cuts on the Unit Hypercube
@@ Property / cites work: Canonical Cuts on the Unit Hypercube / rank @@
+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 @@
+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 @@
+Progress in computational mixed integer programming -- a look back from the other side of the tipping point
+Normal rank
@@ Property / cites work @@
+Grid-Enabled Optimization with GAMS
@@ Property / cites work: Grid-Enabled Optimization with GAMS / rank @@
+Normal rank
@@ Property / cites work @@
+Dual decomposition in stochastic integer programming
+Normal rank
@@ Property / cites work @@
+Stochastic Power Generation Unit Commitment in Electricity Markets: A Novel Formulation and a Comparison of Solution Methods
+Normal rank
@@ Property / cites work @@
+Newton's method for convex programming and Tschebyscheff approximation
+Normal rank
@@ Property / cites work @@
+Q4857376
@@ Property / cites work: Q4857376 / rank @@
+Normal rank
@@ Property / cites work @@
+The Lagrangian Relaxation Method for Solving Integer Programming Problems
+Normal rank
@@ Property / cites work @@
+Generalized Bundle Methods
@@ Property / cites work: Generalized Bundle Methods / rank @@
+Normal rank
@@ Property / cites work @@
+About Lagrangian methods in integer optimization
@@ Property / cites work: About Lagrangian methods in integer optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Benders decomposition
@@ Property / cites work: Generalized Benders decomposition / rank @@
+Normal rank
@@ Property / cites work @@
+Decomposition and Nondifferentiable Optimization with the Projective Algorithm
+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 @@
+Scenario reduction algorithms in stochastic programming
+Normal rank
@@ Property / cites work @@
+The traveling-salesman problem and minimum spanning trees: Part II
+Normal rank
@@ Property / cites work @@
+Validation of subgradient optimization
@@ Property / cites work: Validation of subgradient optimization / rank @@
+Normal rank
@@ Property / cites work @@
+On the convergence of cross decomposition
@@ Property / cites work: On the convergence of cross decomposition / rank @@
+Normal rank
@@ Property / cites work @@
+Linear mean value cross decomposition: A generalization of the Kornai- Liptak method
+Normal rank
@@ Property / cites work @@
+A convergence proof for linear mean value cross decomposition
+Normal rank
@@ Property / cites work @@
+Mean value cross decomposition applied to integer programming problems
+Normal rank
@@ Property / cites work @@
+A lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures
+Normal rank
@@ Property / cites work @@
+The Cutting-Plane Method for Solving Convex Programs
+Normal rank
@@ Property / cites work @@
+Proximity control in bundle methods for convex nondifferentiable minimization
+Normal rank
@@ Property / cites work @@
+Q4051509
@@ Property / cites work: Q4051509 / rank @@
+Normal rank
@@ Property / cites work @@
+The empirical behavior of sampling methods for stochastic programming
+Normal rank
@@ Property / cites work @@
+Accelerating Benders Decomposition: Algorithmic Enhancement and Model Selection Criteria
+Normal rank
@@ Property / cites work @@
+Accelerating Benders method using covering cut bundle generation
+Normal rank
@@ Property / cites work @@
+Mean Value Cross Decomposition for Two-Stage Stochastic Linear Programming with Recourse
+Normal rank
@@ Property / cites work @@
+Cross decomposition for mixed integer programming
@@ Property / cites work: Cross decomposition for mixed integer programming / rank @@
+Normal rank
@@ Property / cites work @@
+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Multicut Benders decomposition algorithm for process supply chain planning under uncertainty
+Normal rank
@@ Property / cites work @@
+Q3703599
@@ Property / cites work: Q3703599 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10107-016-1001-Y
@@ Property / DOI: 10.1007/S10107-016-1001-Y / rank @@
+Normal rank