Efficient Stochastic Programming in Julia
From MaRDI portal
Publication:5106388
DOI10.1287/ijoc.2022.1158OpenAlexW4214615306WikidataQ121792281 ScholiaQ121792281MaRDI QIDQ5106388
No author found.
Publication date: 19 September 2022
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.10451
Related Items (3)
StochasticPrograms.jl ⋮ A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty ⋮ A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
- Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
- A multicut algorithm for two-stage stochastic linear programs
- Asymptotic analysis of stochastic programs
- Multi-stage stochastic optimization applied to energy planning
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Decomposition algorithms for stochastic programming on a computational grid
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
- PySP: modeling and solving stochastic programs in Python
- Parallel distributed-memory simplex for large-scale stochastic LP problems
- Solving two-stage stochastic programming problems with level decomposition
- The empirical behavior of sampling methods for stochastic programming
- Julia: A Fresh Approach to Numerical Computing
- Introduction to Stochastic Programming
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Epi‐consistency of convex stochastic programs
- A regularized decomposition method for minimizing a sum of polyhedral functions
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Monotone Operators and the Proximal Point Algorithm
- SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- JuMP: A Modeling Language for Mathematical Optimization
- Pyomo -- optimization modeling in Python
This page was built for publication: Efficient Stochastic Programming in Julia