Preprocessing in Stochastic Programming: The Case of Linear Programs

DOI10.1287/IJOC.4.1.45MaRDI QIDQ3993667zbMATH OpenOpenAlexFDO

Authors Stein W. Wallace, Roger J.-B. Wets

Publication date 13 August 1992

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

Full work available at URL https://doi.org/10.1287/ijoc.4.1.45

zbMATH Keywords

random right-hand sidesstochastic linear programming

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Linear programming (90C05) Stochastic programming (90C15)

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• On a new collection of stochastic linear programming test problems
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• Computation of efficient solutions of discretely distributed stochastic optimization problems
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• Competing output-sensitive frame algorithms
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• A comprehensive input format for stochastic linear programs
• An algorithm to find the lineality space of the positive hull of a set of vectors
• Methods for identifying all extreme points of convex hulls in spaces of dimension greater than 3 revisited

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