Decomposition methods in stochastic programming (Q1365061): Difference between revisions

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+Partitioning procedures for solving mixed-variables programming problems
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+Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
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+A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
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+A multicut algorithm for two-stage stochastic linear programs
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+Scenario analysis via bundle decomposition
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+Decomposition Principle for Linear Programs
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+On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
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+Importance Sampling for Stochastic Simulations
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+Stochastic decomposition. A statistical method for large scale stochastic linear programming
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+Methods of descent for nondifferentiable optimization
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+The integer \(L\)-shaped method for stochastic integer programs with complete recourse
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+Splitting Algorithms for the Sum of Two Nonlinear Operators
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+Differentiation formulas for probability functions: The transformation method
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+A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
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+Analysis of Sample-Path Optimization
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+Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
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+Scenarios and Policy Aggregation in Optimization Under Uncertainty
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+Lipschitz Stability for Stochastic Programs with Complete Recourse
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+A regularized decomposition method for minimizing a sum of polyhedral functions
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+A Linearization Method for Nonsmooth Stochastic Programming Problems
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+On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
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+Quantitative stability in stochastic programming
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+Applications of the method of partial inverses to convex programming: Decomposition
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+The use of Hestenes' method of multipliers to resolve dual gaps in engineering system optimization
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+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
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+Challenges in stochastic programming
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