Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (Q5139855): Difference between revisions

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scientific article; zbMATH DE number 7284459

Language	Label	Description	Also known as
English	Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs	scientific article; zbMATH DE number 7284459

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scholarly article

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Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (English)

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Natashia Boland

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Brian Dandurand

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INFORMS Journal on Computing

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publication date

11 December 2020

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zbMATH Keywords

stochastic programming

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multistage stochastic programming

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bounds

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dual decomposition

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1287/ijoc.2018.0885

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A scenario decomposition algorithm for 0-1 stochastic programs

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Dynamic capacity acquisition and assignment under uncertainty

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An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization

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Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure

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Aggregation bounds in stochastic linear programming

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Introduction to Stochastic Programming

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Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse

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Dual decomposition in stochastic integer programming

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Progressive hedging-based metaheuristics for stochastic network design

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Cluster Lagrangean decomposition in multistage stochastic optimization

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On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming

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An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees

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Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization

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A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs

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Integration of progressive hedging and dual decomposition in stochastic integer programs

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The Value of Multistage Stochastic Programming in Capacity Planning Under Uncertainty

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Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs

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Stochastic integer programming: general models and algorithms

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Simple integer recourse models: convexity and convex approximations

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The Sample Average Approximation Method for Stochastic Discrete Optimization

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Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming

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On parallelizing dual decomposition in stochastic integer programming

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Bounds and Approximations for Multistage Stochastic Programs

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Bounds in multistage linear stochastic programming

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Monotonic bounds in multistage mixed-integer stochastic programming

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Monte Carlo bounding techniques for determinig solution quality in stochastic programs

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A branch and bound method for stochastic global optimization

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A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment

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The million-variable ``march'' for stochastic combinatorial optimization

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A comparative study of decomposition algorithms for stochastic combinatorial optimization

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Optimizing the Societal Benefits of the Annual Influenza Vaccine: A Stochastic Programming Approach

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Approximate Dynamic Programming

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Scenarios and Policy Aggregation in Optimization Under Uncertainty

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A Scalable Bounding Method for Multistage Stochastic Programs

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A hierarchy of bounds for stochastic mixed-integer programs

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A stochastic programming approach for supply chain network design under uncertainty

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Stochastic programming with integer variables

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The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification

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Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming

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Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming

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On complexity of multistage stochastic programs

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An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse

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Convex approximations for a class of mixed-integer recourse models

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Stochastic optimization models in forest planning: a progressive hedging solution approach

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Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems

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Identifiers

10.1287/ijoc.2018.0885

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5139855

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