A regularized decomposition method for minimizing a sum of polyhedral functions
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Cited in
(93)- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
- A selective linearization method for multiblock convex optimization
- The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs
- An ADMM algorithm for two-stage stochastic programming problems
- Problems related to estimating the coefficients of exact penalty functions
- Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
- Accelerating techniques on nested decomposition
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- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse
- Optimizing strategic planning in median systems subject to uncertain disruption and gradual recovery
- Variance reduction for sequential sampling in stochastic programming
- Home service routing and appointment scheduling with stochastic service times
- Some insights into the solution algorithms for SLP problems
- Pebble Minimization of Polyregular Functions
- Heat and electricity market coordination: a scalable complementarity approach
- An improved L-shaped method for solving process flexibility design problems
- Regularized decomposition of high-dimensional multistage stochastic programs with Markov uncertainty
- Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
- Stabilized Benders decomposition for energy planning under climate uncertainty
- An adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse
- Epigraphical nesting: A unifying theory for the convergence of algorithms
- Improving the performance of stochastic dual dynamic programming
- A stochastic optimization approach for robot scheduling
- On the rate of convergence of two minimax algorithms
- Assessing solution quality in stochastic programs
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- Accelerating the regularized decomposition method for two stage stochastic linear problems
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- A regularized simplex method
- Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming
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- Data parallel computing for network-structured optimization problems
- Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
- On a distributed implementation of a decomposition method for multistage linear stochastic programs
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation
- An augmented Lagrangian decomposition method for block diagonal linear programming problems
- The Benders decomposition algorithm: a literature review
- Proximity control in bundle methods for convex nondifferentiable minimization
- Applying the minimax criterion in stochastic recourse programs
- Cut sharing for multistage stochastic linear programs with interstage dependency
- On augmented Lagrangian decomposition methods for multistage stochastic programs
- Solving multistage stochastic network programs on massively prallel computers
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- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
- Finite master programs in regularized stochastic decomposition
- A preconditioning technique for Schur complement systems arising in stochastic optimization
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- Optimization under Uncertainty via CometBoards
- On a dual method for a specially structured linear programming problem with application to stochastic programming
- Hierarchical benders decomposition for open-pit mine block sequencing
- A stochastic programming approach for supply chain network design under uncertainty
- An SQP algorithm for extended linear-quadratic problems in stochastic programming
- An enhanced model for portfolio choice with SSD criteria: a constructive approach
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
- On parallelizing dual decomposition in stochastic integer programming
- Acceleration strategies of Benders decomposition for the security constraints power system expansion planning
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- Duality and statistical tests of optimality for two stage stochastic programs
- Parallel decomposition of multistage stochastic programming problems
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
- An embarrassingly parallel method for large-scale stochastic programs
- Risk-averse two-stage stochastic programming with an application to disaster management
- Portfolio choice models based on second-order stochastic dominance measures: an overview and a computational study
- A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
- The unrooted set covering connected subgraph problem differentiating between HIV envelope sequences
- Computational assessment of distributed decomposition methods for stochastic linear programs
- Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
- SLP-IOR: An interactive model management system for stochastic linear programs
- Multi-stage stochastic linear programs for portfolio optimization
- A simple but usually fast branch-and-bound algorithm for the capacitated facility location problem
- An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
- Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse
- Recoverable robust single day aircraft maintenance routing problem
- Large-scale optimization with the primal-dual column generation method
- Exact penalty functions and convex extensions of functions in schemes of decomposition in variables
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- Duality gaps in nonconvex stochastic optimization
- Modelling and analysis of multistage stochastic programming problems: A software environment
- Parallelizable preprocessing method for multistage stochastic programming problems
- Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
- Exact methods for large-scale multi-period financial planning problems
- Two-stage linear decision rules for multi-stage stochastic programming
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