Nested decomposition of multistage nonlinear programs with recourse

DOI10.1007/BF02591691zbMATH Open0619.90054MaRDI QIDQ3757692FDOQ3757692

Authors: Marie-Cécile Noël, Yves Smeers 

Publication date: 1987

Published in: Mathematical Programming (Search for Journal in Brave)

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zbMATH Keywords

Nested decompositionnonlinear multistage stochastic programsarborescent nonlinear programs

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

Cites Work

• Title not available (Why is that?)
• Convex Analysis
• Partitioning procedures for solving mixed-variables programming problems
• Title not available (Why is that?)
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• Decomposition Principle for Linear Programs
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
• Multistage Stochastic Programming with Recourse: The Equivalent Deterministic Problem
• Computational experience with advanced implementation of decomposition algorithms for linear programming
• Nested decomposition for dynamic models
• Nested Decomposition of Multistage Convex Programs
• Title not available (Why is that?)
• Decomposition of arborescent linear programs

Cited In (8)

• Dual nested decomposition of staircase linear programs
• Containing groundwater contamination: Planning models using stochastic programming with recourse
• The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
• Solving nonlinear portfolio optimization problems with the primal-dual interior point method
• MSLiP: A computer code for the multistage stochastic linear programming problem
• Models and model value in stochastic programming
• Barycentric scenario trees in convex multistage stochastic programming
• Parallel decomposition of large-scale stochastic nonlinear programs

Uses Software

• MINOS
• LIFT

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