Optimization-Driven Scenario Grouping

DOI10.1287/IJOC.2019.0924OpenAlexW3011536933MaRDI QIDQ3386802FDOQ3386802

Kevin M. Ryan, S. Ahmed, Santanu S. Dey, Deepak Rajan, Jean-Paul Watson, Amelia Musselman

Publication date: 7 January 2021

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://www.osti.gov/biblio/1660514

zbMATH Keywords

stochastic programmingcomputational methodsinteger programming applications

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

• Title not available (Why is that?)
• Dual decomposition in stochastic integer programming
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• The value of the stochastic solution in stochastic linear programs with fixed recourse
• Lectures on stochastic programming. Modeling and theory.
• An approach for strategic supply chain planning under uncertainty based on stochastic 0-1 programming
• A scenario decomposition algorithm for 0-1 stochastic programs
• The million-variable ``march for stochastic combinatorial optimization
• Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
• Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design
• Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
• Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
• A hierarchy of bounds for stochastic mixed-integer programs
• Monotonic bounds in multistage mixed-integer stochastic programming
• A Scalable Bounding Method for Multistage Stochastic Programs
• Improving the integer L-shaped method
• An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse
• Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs
• Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs

Cited In (5)

• Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs
• Lagrange dual bound computation for stochastic service network design
• Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
• A Lagrangian decomposition scheme for choice-based optimization
• A Scalable Bounding Method for Multistage Stochastic Programs

Uses Software

• SIPLIB
• pglib-uc

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