Accelerating techniques on nested decomposition
From MaRDI portal
Publication:5268932
DOI10.1080/10556788.2016.1213841zbMath1365.90178OpenAlexW2512004218MaRDI QIDQ5268932
George Kolomvos, Georges K. Saharidis
Publication date: 21 June 2017
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2016.1213841
stochastic programmingsimulationBenders decompositionscenariosconditional samplingnested decomposition
Uses Software
Cites Work
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
- Comparing stochastic optimization methods to solve the medium-term operation planning problem
- MSLiP: A computer code for the multistage stochastic linear programming problem
- A multicut algorithm for two-stage stochastic linear programs
- Multi-stage stochastic optimization applied to energy planning
- A diagonal quadratic approximation method for large scale linear programs
- A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
- An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
- A primal-dual decomposition algorithm for multistage stochastic convex programming
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- A regularized decomposition method for minimizing a sum of polyhedral functions
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Formulating Two-Stage Stochastic Programs for Interior Point Methods
- A Riccati-based primal interior point solver for multistage stochastic programming ‐ extensions
- Unnamed Item
- Unnamed Item