Accelerating techniques on nested decomposition

DOI10.1080/10556788.2016.1213841MaRDI QIDQ5268932zbMATH OpenOpenAlexFDO

Authors George Kolomvos, Georges K. Saharidis

Publication date 21 June 2017

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2016.1213841

zbMATH Keywords

simulationscenariosstochastic programmingBenders decompositionconditional samplingnested decomposition

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 686898 (Why is no real title available?)
• scientific article; zbMATH DE number 2121076 (Why is no real title available?)
• A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming
• A Riccati-based primal interior point solver for multistage stochastic programming ‐ extensions
• A diagonal quadratic approximation method for large scale linear programs
• A multicut algorithm for two-stage stochastic linear programs
• A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
• A primal-dual decomposition algorithm for multistage stochastic convex programming
• A regularized decomposition method for minimizing a sum of polyhedral functions
• An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
• 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
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
• Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
• Formulating Two-Stage Stochastic Programs for Interior Point Methods
• MSLiP: A computer code for the multistage stochastic linear programming problem
• Multi-stage stochastic optimization applied to energy planning
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse

Cited in

(1)

• Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method

Describes a project that uses

Uses Software

• MSLiP

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