Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
From MaRDI portal
Publication:2030665
Recommendations
- Resource allocation with stochastic optimal control approach
- Scenario-based stochastic resource allocation with uncertain probability parameters
- A new algorithm for stochastic discrete resource allocation optimization
- Resource planning and allocation problem under uncertain environment
- Stochastic optimization for allocation problems with shortfall risk constraints
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
- scientific article; zbMATH DE number 1131792
- Continuous approximation schemes for stochastic programs
- An Exact Algorithm for Large-Scale Continuous Nonlinear Resource Allocation Problems with Minimax Regret Objectives
- An Adaptive Continuous-Time Algorithm for Nonsmooth Convex Resource Allocation Optimization
Cites work
- A Proximal Bundle Method with Approximate Subgradient Linearizations
- A regularized decomposition method for minimizing a sum of polyhedral functions
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- An effective two-stage stochastic multi-trip location-transportation model with social concerns in relief supply chains
- Asymptotic results of stochastic decomposition for two-stage stochastic quadratic programming
- Bundle methods for regularized risk minimization
- Coherent measures of risk
- Computing a nearest symmetric positive semidefinite matrix
- Conditional Risk Mappings
- Contingency-constrained unit commitment with post-contingency corrective recourse
- Convex proximal bundle methods in depth: a unified analysis for inexact oracles
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- scientific article; zbMATH DE number 439380 (Why is no real title available?)
- scientific article; zbMATH DE number 1239298 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- scientific article; zbMATH DE number 772850 (Why is no real title available?)
- scientific article; zbMATH DE number 821272 (Why is no real title available?)
- Inexact bundle methods for two-stage stochastic programming
- Introduction to Stochastic Programming
- Lectures on convex optimization
- Lectures on stochastic programming. Modeling and theory.
- Lipschitz Continuity of Solutions of Linear Inequalities, Programs and Complementarity Problems
- Nonlinear optimization.
- On consistency of stochastic dominance and mean-semideviation models
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
- On metrics for supply chain resilience
- On the Value of Mitigation and Contingency Strategies for Managing Supply Chain Disruption Risks
- Optimization of Convex Risk Functions
- Proximity control in bundle methods for convex nondifferentiable minimization
- Regularized decomposition of high-dimensional multistage stochastic programs with Markov uncertainty
- Reliable facility location design under the risk of disruptions
- Risk-averse dynamic programming for Markov decision processes
- Risk-averse two-stage stochastic linear programming: modeling and decomposition
- Risk-averse two-stage stochastic programming with an application to disaster management
- Scenario decomposition of risk-averse multistage stochastic programming problems
- Stochastic linear programming. Models, theory, and computation
- Stochastic network models for logistics planning in disaster relief
- Subgradient and bundle methods for nonsmooth optimization
- Survey of Bundle Methods for Nonsmooth Optimization
Cited in
(1)
This page was built for publication: Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2030665)
