A regularized decomposition method for minimizing a sum of polyhedral functions
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Publication:3735489
DOI10.1007/BF01580883zbMATH Open0599.90103OpenAlexW2094721569MaRDI QIDQ3735489FDOQ3735489
Publication date: 1986
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01580883
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subgradient methodsactive set strategyapproximate problemConvergence analysiscomputational experiencessemidefinite quadratic programmingconvex piecewise-linear functionsmain iteratesregularized decomposition methodsum of many convex piecewise-linear functionssum of polyhedral functionstrial points
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
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Cited In (93)
- Problems related to estimating the coefficients of exact penalty functions
- Pebble Minimization of Polyregular Functions
- Stabilized Benders decomposition for energy planning under climate uncertainty
- Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
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- Variance reduction for sequential sampling in stochastic programming
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- Accelerating techniques on nested decomposition
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
- Heat and electricity market coordination: a scalable complementarity approach
- Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty
- Home service routing and appointment scheduling with stochastic service times
- An improved L-shaped method for solving process flexibility design problems
- Some insights into the solution algorithms for SLP problems
- Optimizing strategic planning in median systems subject to uncertain disruption and gradual recovery
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- An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse
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- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse
- Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
- Acceleration strategies of Benders decomposition for the security constraints power system expansion planning
- Large-scale optimization with the primal-dual column generation method
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- A regularized simplex method
- Processing second-order stochastic dominance models using cutting-plane representations
- Exact methods for large-scale multi-period financial planning problems
- An Embarrassingly Parallel Method for Large-Scale Stochastic Programs
- An SQP algorithm for extended linear-quadratic problems in stochastic programming
- Proximity control in bundle methods for convex nondifferentiable minimization
- Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study
- The Benders decomposition algorithm: a literature review
- Solving multistage stochastic network programs on massively prallel computers
- On the rate of convergence of two minimax algorithms
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- Modelling and analysis of multistage stochastic programming problems: A software environment
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- A stochastic optimization approach for robot scheduling
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- The unrooted set covering connected subgraph problem differentiating between HIV envelope sequences
- A stochastic programming approach for supply chain network design under uncertainty
- Multi-stage stochastic linear programs for portfolio optimization
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- Recoverable robust single day aircraft maintenance routing problem
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- Sensitivity method for basis inverse representation in multistage stochastic linear programming problems
- Data parallel computing for network-structured optimization problems
- On the formulation of stochastic linear programs using algebraic modelling languages
- Hierarchical benders decomposition for open-pit mine block sequencing
- Simulation-based confidence bounds for two-stage stochastic programs
- A simple but usually fast branch-and-bound algorithm for the capacitated facility location problem
- Two-stage linear decision rules for multi-stage stochastic programming
- Selected bibliography on degeneracy
- Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
- On augmented Lagrangian decomposition methods for multistage stochastic programs
- SLP-IOR: An interactive model management system for stochastic linear programs
- Improving the performance of stochastic dual dynamic programming
- On a distributed implementation of a decomposition method for multistage linear stochastic programs
- On a dual method for a specially structured linear programming problem with application to stochastic programming
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
- Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse
- Assessing solution quality in stochastic programs
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
- Bounding multi-stage stochastic programs from above
- On parallelizing dual decomposition in stochastic integer programming
- Applying the minimax criterion in stochastic recourse programs
- Solving two-stage stochastic programming problems with level decomposition
- Scenario decomposition of risk-averse multistage stochastic programming problems
- Optimization under Uncertainty via CometBoards
- Parallel decomposition of multistage stochastic programming problems
- Decomposition method of descent for minimizing the sum of convex nonsmooth functions
- A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
- An enhanced model for portfolio choice with SSD criteria: a constructive approach
- Deviation measures in linear two-stage stochastic programming
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