Accelerating techniques on nested decomposition

DOI10.1080/10556788.2016.1213841zbMATH Open1365.90178OpenAlexW2512004218MaRDI QIDQ5268932FDOQ5268932

Georges K. Saharidis, George Kolomvos

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

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zbMATH Keywords

simulationscenariosstochastic programmingBenders decompositionconditional samplingnested decomposition

Mathematics Subject Classification ID

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

Cites Work

• MSLiP: A computer code for the multistage stochastic linear programming problem
• A regularized decomposition method for minimizing a sum of polyhedral functions
• Title not available (Why is that?)
• A multicut algorithm for two-stage stochastic linear programs
• Multi-stage stochastic optimization applied to energy planning
• 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
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
• A primal-dual decomposition algorithm for multistage stochastic convex programming
• Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
• Formulating Two-Stage Stochastic Programs for Interior Point Methods
• A diagonal quadratic approximation method for large scale linear programs
• A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming
• A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
• Comparing stochastic optimization methods to solve the medium-term operation planning problem
• Title not available (Why is that?)
• A Riccati-based primal interior point solver for multistage stochastic programming ‐ extensions

Uses Software

• MSLiP

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