Testing successive regression approximations by large-scale two-stage problems

DOI10.1007/s10479-009-0602-8zbMath1225.90091OpenAlexW2013649225MaRDI QIDQ646635

István Deák

Publication date: 17 November 2011

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-009-0602-8

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (4)

Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study ⋮ Convex approximations in stochastic programming by semidefinite programming ⋮ Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse ⋮ Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs

Uses Software

• SUTIL

Cites Work

• Accelerating the regularized decomposition method for two stage stochastic linear problems
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs
• Two-stage stochastic problems with correlated normal variables: computational experiences
• A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
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