Regularized decomposition of large scale block-structured robust optimization problems

DOI10.1007/S10287-017-0281-XzbMATH Open1397.90303OpenAlexW2617881386MaRDI QIDQ1789623FDOQ1789623

Authors: Wim van Ackooij, Nicolas Lebbe, Jérôme Malick 

Publication date: 10 October 2018

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-017-0281-x

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zbMATH Keywords

robust optimizationbundle methodscutting-plane methodslarge scale block-structured problemsunit-commitment

Mathematics Subject Classification ID

Convex programming (90C25) Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15)

Cites Work

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Cited In (3)

• Large-scale unit commitment under uncertainty: an updated literature survey
• On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
• Title not available (Why is that?)

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