A cutting plane method from analytic centers for stochastic programming
From MaRDI portal
Recommendations
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Stochastic decomposition. A statistical method for large scale stochastic linear programming
- Some advances in decomposition methods for stochastic linear programming
- Decomposition methods in stochastic programming
- A cutting-plane approach to mixed 0-1 stochastic integer programs
Cites work
- scientific article; zbMATH DE number 3115465 (Why is no real title available?)
- scientific article; zbMATH DE number 3169929 (Why is no real title available?)
- scientific article; zbMATH DE number 3932999 (Why is no real title available?)
- scientific article; zbMATH DE number 4089327 (Why is no real title available?)
- scientific article; zbMATH DE number 4108484 (Why is no real title available?)
- scientific article; zbMATH DE number 3356467 (Why is no real title available?)
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A Potential Reduction Algorithm Allowing Column Generation
- A cutting plane algorithm for convex programming that uses analytic centers
- A multicut algorithm for two-stage stochastic linear programs
- A new polynomial-time algorithm for linear programming
- A polynomial Newton method for linear programming
- A polynomial method of approximate centers for linear programming
- A polynomial-time algorithm, based on Newton's method, for linear programming
- A scaling technique for finding the weighted analytic center of a polytope
- Bundle-based decomposition: Conditions for convergence
- Complexity estimates of some cutting plane methods based on the analytic barrier
- Computational methods for solving two-stage stochastic linear programming problems
- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
- Decomposition and Nondifferentiable Optimization with the Projective Algorithm
- Efficient solution of two-stage stochastic linear programs using interior point methods
- Experimental behavior of an interior point cutting plane algorithm for convex programming: An application to geometric programming
- Exploiting special structure in a primal-dual path-following algorithm
- Formulating Two-Stage Stochastic Programs for Interior Point Methods
- Large Step Path-Following Methods for Linear Programming, Part I: Barrier Function Method
- Large Step Path-Following Methods for Linear Programming, Part II: Potential Reduction Method
- Linear programming under uncertainty
- Manifestations of the Schur complement
- On the computation of weighted analytic centers and dual ellipsoids with the projective algorithm
- Parallel bundle-based decomposition for large-scale structured mathematical programming problems
- Partitioning procedures for solving mixed-variables programming problems
- Path-Following Methods for Linear Programming
- Production planning via scenario modelling
- Solving combinatorial optimization problems using Karmarkar's algorithm
- The Cutting-Plane Method for Solving Convex Programs
- The Decomposition Algorithm for Linear Programs
Cited in
(17)- Analytic center cutting plane methods for variational inequalities over convex bodies
- Large-scale optimization with the primal-dual column generation method
- Stability analysis for a special interval cutting problem
- Optimized cutting plane algorithm for large-scale risk minimization
- scientific article; zbMATH DE number 775101 (Why is no real title available?)
- Complexity of some cutting plane methods that use analytic centers
- Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
- A Cutting Plane Approach for Chance Constrained Linear Programs
- Complexity estimates of some cutting plane methods based on the analytic barrier
- A note on some analytic center cutting plane methods for convex feasibility and minimization problems
- Complexity analysis of logarithmic barrier decomposition methods for semi-infinite linear programming
- Specialized fast algorithms for IQC feasibility and optimization problems.
- Multicut Benders decomposition algorithm for process supply chain planning under uncertainty
- A cutting plane method for solving minimax problems in the complex plane
- A primal-dual decomposition algorithm for multistage stochastic convex programming
- Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs
- An interior-point Benders based branch-and-cut algorithm for mixed integer programs
This page was built for publication: A cutting plane method from analytic centers for stochastic programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1922690)
