Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation

DOI10.1007/S10589-010-9366-YzbMATH Open1241.90005OpenAlexW2048160456MaRDI QIDQ429477FDOQ429477

Lei Zhao, Julia L. Higle

Publication date: 19 June 2012

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-010-9366-y

zbMATH Keywords

stochastic programmingcomputational experimentationsample based optimization

Mathematics Subject Classification ID

Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

• Title not available (Why is that?)
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• Introduction to Stochastic Programming
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs
• The value of the stochastic solution in stochastic linear programs with fixed recourse
• Stochastic decomposition. A statistical method for large scale stochastic linear programming
• Epi‐consistency of convex stochastic programs
• Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
• Sample-path optimization of convex stochastic performance functions
• Asymptotic analysis of stochastic programs
• Statistical verification of optimality conditions for stochastic programs with recourse
• Statistical approximations for stochastic linear programming problems
• Finite master programs in regularized stochastic decomposition

Cited In (2)

• Adaptive sampling immune algorithm solving joint chance-constrained programming
• Adaptive racing ranking-based immune optimization approach solving multi-objective expected value programming

Uses Software

• SUTIL

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