Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
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Publication:297279
DOI10.1016/j.ejor.2014.05.010zbMath1339.90257OpenAlexW2034662057MaRDI QIDQ297279
Csaba I. Fábián, Christian Wolf, Achim Koberstein, Leena M. Suhl
Publication date: 24 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.05.010
Related Items (17)
Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support ⋮ Probabilistic optimization via approximate \(p\)-efficient points and bundle methods ⋮ Constraint relaxation for the discrete ordered median problem ⋮ The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs ⋮ Incremental Bundle Methods using Upper Models ⋮ Asynchronous level bundle methods ⋮ Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse ⋮ Efficient solution selection for two-stage stochastic programs ⋮ Constraint generation for risk averse two-stage stochastic programs ⋮ Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse ⋮ The information value and the uncertainties in two-stage uncertain programming with recourse ⋮ Benders decomposition with adaptive oracles for large scale optimization ⋮ On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems ⋮ An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse ⋮ Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs ⋮ Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse ⋮ An L-shaped method with strengthened lift-and-project cuts
Uses Software
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