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

DOI10.1007/S10479-009-0602-8MaRDI QIDQ646635zbMATH OpenOpenAlexFDO

Authors I. 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

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

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Cites work

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

Cited in

(6)

• Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
• Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
• scientific article; zbMATH DE number 1724440 (Why is no real title available?)
• Convex approximations in stochastic programming by semidefinite programming
• Solving stochastic programming problems by successive regression approximations -- numerical results
• Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse

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