A scenario decomposition algorithm for 0-1 stochastic programs

DOI10.1016/j.orl.2013.07.009zbMath1287.90041OpenAlexW2025652703MaRDI QIDQ2450729

Shabbir Ahmed

Publication date: 15 May 2014

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2013.07.009

zbMATH Keywords

parallel computation0-1 stochastic programsscenario/dual decomposition

Mathematics Subject Classification ID

Stochastic programming (90C15) Combinatorial optimization (90C27) Boolean programming (90C09)

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Uses Software

• OpenMPI

Cites Work

• Unnamed Item
• Maximizing a class of submodular utility functions
• Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
• A comparative study of decomposition algorithms for stochastic combinatorial optimization
• Dual decomposition in stochastic integer programming
• Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
• BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
• On parallelizing dual decomposition in stochastic integer programming
• The million-variable ``march for stochastic combinatorial optimization
• The Sample Average Approximation Method for Stochastic Discrete Optimization
• Progressive hedging-based metaheuristics for stochastic network design

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