A scalable bounding method for multistage stochastic programs
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Publication:5348474
DOI10.1137/16M1075594zbMATH Open1372.49039OpenAlexW2746381058WikidataQ57428037 ScholiaQ57428037MaRDI QIDQ5348474FDOQ5348474
Burhaneddin Sandıkçı, Osman Y. Özaltın
Publication date: 18 August 2017
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1075594
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Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Approximation methods and heuristics in mathematical programming (90C59) Combinatorial optimization (90C27) Stochastic programming (90C15) Mixed integer programming (90C11) Decomposition methods (49M27) Parallel algorithms in computer science (68W10)
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Cited In (15)
- On the number of stages in multistage stochastic programs
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- A Multistage Stochastic Programming Approach to the Dynamic and Stochastic VRPTW
- An Embarrassingly Parallel Method for Large-Scale Stochastic Programs
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
- Stochastic dual dynamic integer programming
- Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
- A branch-and-bound method for multistage stochastic integer programs with risk objectives
- Building and solving large-scale stochastic programs on an affordable distributed computing system
- Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs
- Optimization-Driven Scenario Grouping
- Multi-stage stochastic programming for demand response optimization
- A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
- COVID-19: data-driven optimal allocation of ventilator supply under uncertainty and risk
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