A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
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Publication:2392864
DOI10.1007/s12532-012-0038-zzbMath1275.90050OpenAlexW2156150807MaRDI QIDQ2392864
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
benchmark problemsBenders decompositiondeterministic equivalent problemregularised decomposition of Ruszczyński
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Stochastic programming (90C15) Interior-point methods (90C51) Decomposition methods (49M27)
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