Nested decomposition of multistage nonlinear programs with recourse

DOI10.1007/BF02591691zbMath0619.90054MaRDI QIDQ3757692

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)

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Uses Software

• MINOS
• LIFT

Cites Work

• Partitioning procedures for solving mixed-variables programming problems
• Decomposition Principle for Linear Programs
• Computational experience with advanced implementation of decomposition algorithms for linear programming
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
• Nested decomposition for dynamic models
• Nested Decomposition of Multistage Convex Programs
• Multistage Stochastic Programming with Recourse: The Equivalent Deterministic Problem
• Decomposition of arborescent linear programs
• Convex Analysis
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
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