SUTIL

MaRDI QIDQ24251swMATHFDO

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Cited in

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• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
• Analysis of stochastic problem decomposition algorithms in computational grids
• Robust improvement schemes for road networks under demand uncertainty
• FATCOP
• InfiniteOpt
• POLO.jl
• StochasticPrograms.jl
• mpi-sppy
• PIPS
• MSLiP
• CORO
• SLP-IOR
• EVPI
• Stochastic optimization using a trust-region method and random models
• Scenario reduction for stochastic programs with conditional value-at-risk
• Vehicle routing with probabilistic capacity constraints
• HOPDM
• HTCondor MW
• Approximate stochastic dynamic programming for hydroelectric production planning
• GRASP_QAP
• SMPS reader
• reducedLP
• PySP
• rMPC
• DET2STO
• DDSIP
• OPT++
• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
• Efficient solution selection for two-stage stochastic programs
• A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
• AMLET
• Topological optimization of reliable networks under dependent failures
• SAMPLE
• Solving large quadratic assignment problems on computational grids
• Solving large MINLPs on computational grids
• A smoothing SAA method for a stochastic mathematical program with complementarity constraints.
• Simulation-based confidence bounds for two-stage stochastic programs
• POSTS
• SLPTESTSET
• FortSP
• A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse
• The stratified p-center problem
• Underground mine scheduling under uncertainty
• Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse
• Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
• Risk and complexity in scenario optimization
• Two-stage linear decision rules for multi-stage stochastic programming
• Predictive stochastic programming
• Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
• Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS
• SIPLIB
• Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel
• An ADMM algorithm for two-stage stochastic programming problems
• An efficient linear programming based method for the influence maximization problem in social networks
• Variance reduction for sequential sampling in stochastic programming
• OOPS
• Exploiting structure in parallel implementation of interior point methods for optimization
• Component rationing for available-to-promise scheduling in configure-to-order systems
• Some large deviations results for Latin hypercube sampling
• Hierarchical MPC schemes for periodic systems using stochastic programming
• Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse
• Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
• A smooth penalty-based sample average approximation method for stochastic complementarity problems
• Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
• Parallelizable preprocessing method for multistage stochastic programming problems
• On sample size control in sample average approximations for solving smooth stochastic programs
• PySP: modeling and solving stochastic programs in Python
• A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
• Parallel distributed-memory simplex for large-scale stochastic LP problems
• Stochastic Nash equilibrium problems: sample average approximation and applications
• A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
• Multicut Benders decomposition algorithm for process supply chain planning under uncertainty
• On parallelizing dual decomposition in stochastic integer programming
• Solving two-stage stochastic programming problems with level decomposition
• RESINVM3D
• Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
• A stochastic programming approach for supply chain network design under uncertainty
• Variance reduction in sample approximations of stochastic programs
• Convexity and decomposition of mean-risk stochastic programs
• Solving a class of stochastic mixed-integer programs with branch and price
• A management system for decompositions in stochastic programming
• Some insights into the solution algorithms for SLP problems
• The empirical behavior of sampling methods for stochastic programming
• Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
• Acceleration strategies of Benders decomposition for the security constraints power system expansion planning
• On complexity of multistage stochastic programs
• Optimal path problems with second-order stochastic dominance constraints
• Optimal threshold levels in stochastic fluid models via simulation-based optimization
• Portfolio Safeguard
• Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities
• Robust planning for an open-pit mining problem under ore-grade uncertainty
• Optimal budget allocation for sample average approximation
• An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization
• Clustering-based preconditioning for stochastic programs
• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
• Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach
• Kestrel: an interface from optimization modeling systems to the NEOS server
• A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems
• Fast approaches to robust railway timetabling

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