Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
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Publication:976324
DOI10.1016/J.EJOR.2010.02.025zbMATH Open1188.90189OpenAlexW2165620045MaRDI QIDQ976324FDOQ976324
Authors: Svyatoslav Trukhanov, Lewis Ntaimo, Andrew J. Schaefer 
Publication date: 11 June 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.02.025
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Cites Work
- MSLiP: A computer code for the multistage stochastic linear programming problem
- Partitioning procedures for solving mixed-variables programming problems
- Decomposition algorithms for stochastic programming on a computational grid
- 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
- Introduction to Stochastic Programming
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Aggregation bounds in stochastic linear programming
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- Stochastic decomposition. A statistical method for large scale stochastic linear programming
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
Cited In (23)
- Large-scale unit commitment under uncertainty: an updated literature survey
- The Benders decomposition algorithm: a literature review
- A multicut algorithm for two-stage stochastic linear programs
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- Efficient Stochastic Programming in Julia
- A two-stage stochastic integer programming approach to integrated staffing and scheduling with application to nurse management
- Supply–demand hub in industrial clusters: a stochastic approach
- Large-scale unit commitment under uncertainty
- An improved L-shaped method for solving process flexibility design problems
- Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
- Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs
- A complementarity model for electric power transmission-distribution coordination under uncertainty
- Liner ship bunkering and sailing speed planning with uncertain demand
- Adaptive multicut aggregation method for solving two-stage stochastic convex programming with recourse
- Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse
- Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
- Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
- Multicut Benders decomposition algorithm for process supply chain planning under uncertainty
- An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse
- The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs
- An asynchronous parallel benders decomposition method for stochastic network design problems
- Benders decomposition for the Hazmat transport network design problem
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