Nested decomposition of multistage nonlinear programs with recourse

DOI10.1007/BF02591691MaRDI QIDQ3757692zbMATH OpenFDO

Authors Marie-Cécile Noël, Yves Smeers

Publication date 1987

Published in Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

Nested decompositionnonlinear multistage stochastic programsarborescent nonlinear programs

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 3936936
• scientific article; zbMATH DE number 3856813
• Dual nested decomposition of staircase linear programs
• The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
• A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
• A PRACTICAL APPROACH TO DECOMPOSABLE NONLINEAR PROGRAMMING PROBLEMS
• On Decomposition Methods for a Class of Partially Separable Nonlinear Programs
• scientific article; zbMATH DE number 3892958
• scientific article; zbMATH DE number 3959143

Cites work

• scientific article; zbMATH DE number 3169929 (Why is no real title available?)
• scientific article; zbMATH DE number 3856814 (Why is no real title available?)
• scientific article; zbMATH DE number 4110458 (Why is no real title available?)
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• Computational experience with advanced implementation of decomposition algorithms for linear programming
• Convex Analysis
• Decomposition Principle for Linear Programs
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
• Decomposition of arborescent linear programs
• Multistage Stochastic Programming with Recourse: The Equivalent Deterministic Problem
• Nested Decomposition of Multistage Convex Programs
• Nested decomposition for dynamic models
• Partitioning procedures for solving mixed-variables programming problems

Cited in

(9)

• Non-convex nested Benders decomposition
• 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

Describes a project that uses

Uses Software

• LIFT
• MINOS

This page was built for publication: Nested decomposition of multistage nonlinear programs with recourse

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3757692)