Decomposition algorithms for stochastic programming on a computational grid
From MaRDI portal
Publication:1866131
DOI10.1023/A:1021858008222zbMath1094.90026arXivmath/0106151OpenAlexW2117401085MaRDI QIDQ1866131
Stephen J. Wright, Jeff Linderoth
Publication date: 3 April 2003
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0106151
Related Items (59)
Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs ⋮ Parallelizable preprocessing method for multistage stochastic programming problems ⋮ A regularized simplex method ⋮ The unrooted set covering connected subgraph problem differentiating between HIV envelope sequences ⋮ Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS ⋮ Reformulation and sampling to solve a stochastic network interdiction problem ⋮ Recoverable robust single day aircraft maintenance routing problem ⋮ An effective heuristic for multistage linear programming with a stochastic right-hand side ⋮ Preemptive rerouting of airline passengers under uncertain delays ⋮ Accelerating Benders stochastic decomposition for the optimization under uncertainty of the petroleum product supply chain ⋮ A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition ⋮ Parallel distributed-memory simplex for large-scale stochastic LP problems ⋮ Inverse Mixed Integer Optimization: Polyhedral Insights and Trust Region Methods ⋮ An ADMM algorithm for two-stage stochastic programming problems ⋮ A stochastic programming model with endogenous and exogenous uncertainty for reliable network design under random disruption ⋮ On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty ⋮ A simple version of bundle method with linear programming ⋮ A version of bundle trust region method with linear programming ⋮ Efficient Stochastic Programming in Julia ⋮ A trust region method for the solution of the surrogate dual in integer programming ⋮ The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs ⋮ Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction ⋮ Computational study of decomposition algorithms for mean-risk stochastic linear programs ⋮ The impact of sampling methods on bias and variance in stochastic linear programs ⋮ Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms ⋮ jInv--a Flexible Julia Package for PDE Parameter Estimation ⋮ Multicut Benders decomposition algorithm for process supply chain planning under uncertainty ⋮ An enhanced L-shaped method for optimizing periodic-review inventory control problems modeled via two-stage stochastic programming ⋮ A preconditioning technique for Schur complement systems arising in stochastic optimization ⋮ An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming ⋮ Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs ⋮ On parallelizing dual decomposition in stochastic integer programming ⋮ Efficient batch job scheduling in grids using cellular memetic algorithms ⋮ An Embarrassingly Parallel Method for Large-Scale Stochastic Programs ⋮ Efficient solution selection for two-stage stochastic programs ⋮ The Benders decomposition algorithm: a literature review ⋮ Parallel interior-point solver for structured quadratic programs: Application to financial planning problems ⋮ A warm-start approach for large-scale stochastic linear programs ⋮ A stochastic programming approach for supply chain network design under uncertainty ⋮ Adaptive multicut aggregation for two-stage stochastic linear programs with recourse ⋮ Convexity and decomposition of mean-risk stochastic programs ⋮ The million-variable ``march for stochastic combinatorial optimization ⋮ Exploiting structure in parallel implementation of interior point methods for optimization ⋮ Solving a class of stochastic mixed-integer programs with branch and price ⋮ Meta-heuristics for Grid Scheduling Problems ⋮ Accelerating Benders decomposition for short-term hydropower maintenance scheduling ⋮ A management system for decompositions in stochastic programming ⋮ Some insights into the solution algorithms for SLP problems ⋮ The empirical behavior of sampling methods for stochastic programming ⋮ Accelerated sample average approximation method for two-stage stochastic programming with binary first-stage variables ⋮ An improved L-shaped method for solving process flexibility design problems ⋮ Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization ⋮ Order Scheduling Models: Hardness and Algorithms ⋮ Enhancements of two-stage stochastic decomposition ⋮ Challenges in Enterprise Wide Optimization for the Process Industries ⋮ Analysis of stochastic problem decomposition algorithms in computational grids ⋮ A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl ⋮ Acceleration strategies of Benders decomposition for the security constraints power system expansion planning ⋮ Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
Uses Software
This page was built for publication: Decomposition algorithms for stochastic programming on a computational grid