Primal-dual constraint aggregation with application to stochastic programming

DOI10.1023/A:1019232731587MaRDI QIDQ5933828zbMATH OpenOpenAlexFDO

Authors M. Davidson

Publication date 14 June 2001

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019232731587

zbMATH Keywords

constraint aggregationdecompositionmultistage stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(4)

• Constraint aggregation principle in convex optimization
• An effective heuristic for multistage linear programming with a stochastic right-hand side
• Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs
• Primal and dual linear decision rules in stochastic and robust optimization

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