A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
From MaRDI portal
Publication:2392864
DOI10.1007/S12532-012-0038-ZzbMATH Open1275.90050OpenAlexW2156150807MaRDI QIDQ2392864FDOQ2392864
Eldon F. D. Ellison, Victor Zverovich, Gautam Mitra, Csaba I. Fábián
Publication date: 5 August 2013
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12532-012-0038-z
Recommendations
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
- A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- scientific article; zbMATH DE number 775096
benchmark problemsBenders decompositiondeterministic equivalent problemregularised decomposition of Ruszczyński
Numerical mathematical programming methods (65K05) Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51) Stochastic programming (90C15) Decomposition methods (49M27)
Cites Work
- Extending algebraic modelling languages for stochastic programming
- MSLiP: A computer code for the multistage stochastic linear programming problem
- Title not available (Why is that?)
- Benchmarking optimization software with performance profiles.
- Partitioning procedures for solving mixed-variables programming problems
- Decomposition algorithms for stochastic programming on a computational grid
- Methods of descent for nondifferentiable optimization
- Nonlinear optimization.
- A regularized decomposition method for minimizing a sum of polyhedral functions
- Monotone Operators and the Proximal Point Algorithm
- Title not available (Why is that?)
- Applications of Stochastic Programming
- A multicut algorithm for two-stage stochastic linear programs
- Bundle-type methods for inexact data
- New variants of bundle methods
- On a new collection of stochastic linear programming test problems
- Inexact Bundle Methods for Two-Stage Stochastic Programming
- Title not available (Why is that?)
- Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
- Introduction to Stochastic Programming
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- Further development of multiple centrality correctors for interior point methods
- Linear programming under uncertainty
- Decomposition Principle for Linear Programs
- A warm-start approach for large-scale stochastic linear programs
- Title not available (Why is that?)
- Solving two-stage stochastic programming problems with level decomposition
- Title not available (Why is that?)
- State-of-the-Art-Survey—Stochastic Programming: Computation and Applications
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- Stochastic linear programming. Models, theory, and computation
- Scenario generation for stochastic programming and simulation: a modelling perspective
- Title not available (Why is that?)
- HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method
- Title not available (Why is that?)
- Solving linear programs with multiple right-hand sides: Pricing and ordering schemes
Cited In (32)
- Problems related to estimating the coefficients of exact penalty functions
- Large-scale optimization with the primal-dual column generation method
- A regularized simplex method
- A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty
- Regularized decomposition of large scale block-structured robust optimization problems
- Inverse Mixed Integer Optimization: Polyhedral Insights and Trust Region Methods
- Level bundle-like algorithms for convex optimization
- Stabilized Benders decomposition for energy planning under climate uncertainty
- The Benders decomposition algorithm: a literature review
- Exact penalty functions and convex extensions of functions in schemes of decomposition in variables
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- A parallel implementation of an \(O^\ast(n^4)\) volume algorithm
- Implementing the simplex method as a cutting-plane method, with a view to regularization
- Implementing the branch-and-cut approach for a general purpose Benders' decomposition framework
- Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
- Supply–demand hub in industrial clusters: a stochastic approach
- An improved L-shaped method for solving process flexibility design problems
- Decomposition methods for Wasserstein-based data-driven distributionally robust problems
- On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems
- A new interior-point approach for large separable convex quadratic two-stage stochastic problems
- JuMP: A Modeling Language for Mathematical Optimization
- Level bundle methods for oracles with on-demand accuracy
- A so-called cluster Benders decomposition approach for solving two-stage stochastic linear problems
- Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
- On parallelizing dual decomposition in stochastic integer programming
- Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs
- The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs
- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs
Uses Software
This page was built for publication: A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2392864)
