On the role of bounds in stochastic linear programming (Q4484947)
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scientific article; zbMATH DE number 1455258
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| English | On the role of bounds in stochastic linear programming |
scientific article; zbMATH DE number 1455258 |
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On the role of bounds in stochastic linear programming (English)
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5 June 2000
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bounds-based algorithms
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two-stage stochastic linear programs
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test runs
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0.8545353412628174
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0.8471518754959106
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0.8431906700134277
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0.8250428438186646
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The authors introduce two-stage stochastic linear programs with fixed recourse and stochastic linear programs with joint probabilistic constraints and provide an outline of the main algorithmic approaches for solving these problems. Usage of bounds in developing algorithms is briefly summarized and demonstrated by computational results of several test runs carried out by utilizing the model management system SLP-IOR.
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