Inexact Bundle Methods for Two-Stage Stochastic Programming
From MaRDI portal
Publication:3093593
DOI10.1137/100808289zbMath1226.90057OpenAlexW2027852107MaRDI QIDQ3093593
Welington Oliveira, Claudia A. Sagastizábal, Susana Scheimberg
Publication date: 18 October 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/100808289
Related Items
Scalable branching on dual decomposition of stochastic mixed-integer programming problems, Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems, A regularized simplex method, Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization, Cluster Lagrangean decomposition in multistage stochastic optimization, A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition, The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems, Level bundle methods for oracles with on-demand accuracy, Uncontrolled inexact information within bundle methods, An approximate bundle method for solving nonsmooth equilibrium problems, Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization, A distributionally ambiguous two-stage stochastic approach for investment in renewable generation, Profit sharing mechanisms in multi-owned cascaded hydrosystems, Fast bundle-level methods for unconstrained and ball-constrained convex optimization, Level bundle methods for constrained convex optimization with various oracles, The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs, Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction, Incremental Bundle Methods using Upper Models, An incremental bundle method for portfolio selection problem under second-order stochastic dominance, A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information, Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse, Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming, Large-scale unit commitment under uncertainty: an updated literature survey, Asynchronous Lagrangian scenario decomposition, Bundle methods for sum-functions with ``easy components: applications to multicommodity network design, A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method, Divide to conquer: decomposition methods for energy optimization, Multiplier stabilization applied to two-stage stochastic programs, Constraint generation for risk averse two-stage stochastic programs, Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization, An alternating linearization bundle method for a class of nonconvex optimization problem with inexact information, Regularized decomposition of large scale block-structured robust optimization problems, Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse, Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization, Level bundle-like algorithms for convex optimization, Benders decomposition with adaptive oracles for large scale optimization, On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems, Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization, An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse, Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming, Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse, Stochastic scheduling of chemotherapy appointments considering patient acuity levels, A proximal bundle method-based algorithm with penalty strategy and inexact oracles for constrained nonsmooth nonconvex optimization, Large-scale unit commitment under uncertainty, On Solving the Convex Semi-Infinite Minimax Problems via Superlinear 𝒱𝒰 Incremental Bundle Technique with Partial Inexact Oracle, A doubly stabilized bundle method for nonsmooth convex optimization
