Aggregation bounds in stochastic linear programming
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Cites work
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- Bounds for Row-Aggregation in Linear Programming
- Bounds on the Effect of Aggregating Variables in Linear Programs
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Cited in
(41)- Solving many linear programs that differ only in the right-hand side
- Improving aggregation bounds for two-stage stochastic programs
- Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint
- A posteriori error bounds in linear programming aggregation
- Duality and statistical tests of optimality for two stage stochastic programs
- Monotonic bounds in multistage mixed-integer stochastic programming
- Linear aggregation of SSB utility functionals
- A hierarchy of bounds for stochastic mixed-integer programs
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- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
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- Two-stage stochastic standard quadratic optimization
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- Aggregation and discretization in multistage stochastic programming
- Hydroelectric reservoir optimization in a pool market
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- Optimal weights and degeneracy in variable aggregated linear programs
- Aggregation in linear programming and in matrix games
- A priori error bounds for the aggregation in the generalized transportation problem
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- Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs
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- Reduced cost-based variable fixing in two-stage stochastic programming
- Parallel processors for planning under uncertainty
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