A regularized decomposition method for minimizing a sum of polyhedral functions
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Cited in
(97)- Decomposition method of descent for minimizing the sum of convex nonsmooth functions
- A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- Accelerating the regularized decomposition method for two stage stochastic linear problems
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- Computational assessment of distributed decomposition methods for stochastic linear programs
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
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- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- The Benders decomposition algorithm: a literature review
- Risk-averse two-stage stochastic programming with an application to disaster management
- Duality gaps in nonconvex stochastic optimization
- Applying the minimax criterion in stochastic recourse programs
- An improved L-shaped method for solving process flexibility design problems
- Parallel decomposition of multistage stochastic programming problems
- Epigraphical nesting: A unifying theory for the convergence of algorithms
- A stochastic optimization approach for robot scheduling
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- Variance reduction for sequential sampling in stochastic programming
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- A stochastic programming approach for supply chain network design under uncertainty
- Assessing solution quality in stochastic programs
- Some insights into the solution algorithms for SLP problems
- Acceleration strategies of Benders decomposition for the security constraints power system expansion planning
- Large-scale optimization with the primal-dual column generation method
- On a distributed implementation of a decomposition method for multistage linear stochastic programs
- A simple but usually fast branch-and-bound algorithm for the capacitated facility location problem
- Hierarchical benders decomposition for open-pit mine block sequencing
- Exact penalty functions and convex extensions of functions in schemes of decomposition in variables
- A regularized simplex method
- Optimization under Uncertainty via CometBoards
- The unrooted set covering connected subgraph problem differentiating between HIV envelope sequences
- An embarrassingly parallel method for large-scale stochastic programs
- Recoverable robust single day aircraft maintenance routing problem
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation
- Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
- A preconditioning technique for Schur complement systems arising in stochastic optimization
- Regularized decomposition of high-dimensional multistage stochastic programs with Markov uncertainty
- Portfolio choice models based on second-order stochastic dominance measures: an overview and a computational study
- On a dual method for a specially structured linear programming problem with application to stochastic programming
- An enhanced model for portfolio choice with SSD criteria: a constructive approach
- Improving the performance of stochastic dual dynamic programming
- Efficient Stochastic Programming in Julia
- Pebble Minimization of Polyregular Functions
- Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming
- Optimizing strategic planning in median systems subject to uncertain disruption and gradual recovery
- A selective linearization method for multiblock convex optimization
- Accelerating techniques on nested decomposition
- An adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse
- The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs
- Processing second-order stochastic dominance models using cutting-plane representations
- Stabilized Benders decomposition for energy planning under climate uncertainty
- Active set-based inexact proximal bundle algorithm for stochastic quadratic programming
- Bounding multi-stage stochastic programs from above
- A deep reinforcement learning framework for solving two-stage stochastic programs
- Stochastic red-blue set covering: a decomposition approach
- Optimizing surgery scheduling under post-anesthesia care unit capacity constraints and random services durations
- Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
- Exact methods for large-scale multi-period financial planning problems
- Proximity control in bundle methods for convex nondifferentiable minimization
- Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
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