A warm-start approach for large-scale stochastic linear programs
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Cites work
- scientific article; zbMATH DE number 964349 (Why is no real title available?)
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
- A heuristic for moment-matching scenario generation
- A weighted least squares study of robustness in interior point linear programming
- An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
- Decomposition algorithms for stochastic programming on a computational grid
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- Further development of multiple centrality correctors for interior point methods
- Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
- Introduction to Stochastic Programming
- Multiple centrality corrections in a primal-dual method for linear programming
- On the Implementation of a Primal-Dual Interior Point Method
- Parallel interior-point solver for structured linear programs
- Reoptimization With the Primal-Dual Interior Point Method
- Robust capacity assignment in telecommunications
- Scenario reduction in stochastic programming
- Scenario tree generation for multiperiod financial optimization of optimal discretization
- Solving Real-World Linear Programs: A Decade and More of Progress
- Solving combinatorial optimization problems using Karmarkar's algorithm
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method
- Warm start and \(\varepsilon\)-subgradients in a cutting plane scheme for block-angular linear programs
- Warm start of the primal-dual method applied in the cutting-plane scheme
- Warm-start strategies in interior-point methods for linear programming
Cited in
(15)- Warm-starting lower bound set computations for branch-and-bound algorithms for multi objective integer linear programs
- Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
- A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models
- A decomposition-based crash-start for stochastic programming
- Clustering-based preconditioning for stochastic programs
- Modeling and solving the endpoint cutting problem
- Exploiting structure in parallel implementation of interior point methods for optimization
- Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
- Warm-start strategies in interior-point methods for linear programming
- A new warmstarting strategy for the primal-dual column generation method
- Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization
- Warmstarting for interior point methods applied to the long-term power planning problem
- A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method
- An effective heuristic for multistage linear programming with a stochastic right-hand side
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
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