Optimized Scenario Reduction: Solving Large-Scale Stochastic Programs with Quality Guarantees

DOI10.1287/IJOC.2023.1295MaRDI QIDQ6200163zbMATH OpenFDO

Authors Kai Wang, Alexandre Jacquillat, Shuaian Wang

Publication date 22 March 2024

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10397/98995

zbMATH Keywords

column evaluation and generationscenario reductionstochastic programming

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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Cited in

(3)

• Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization
• Enhancing explainability of stochastic programming solutions via scenario and recourse reduction
• Decomposition algorithms for computational stochastic mixed-integer programming: a survey

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