SUTIL
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Cited in
(only showing first 100 items - show all)- On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling
- On feasibility of sample average approximation solutions
- Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage
- Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization
- Acceleration strategies of Benders decomposition for the security constraints power system expansion planning
- Robust planning for an open-pit mining problem under ore-grade uncertainty
- Dynamic fleet scheduling with uncertain demand and customer flexibility
- Order Scheduling Models: Hardness and Algorithms
- Analysis of stochastic problem decomposition algorithms in computational grids
- On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
- Optimal path problems with second-order stochastic dominance constraints
- PySP: modeling and solving stochastic programs in Python
- Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients
- The effect of regularization in portfolio selection problems
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse
- Stochastic polynomial optimization
- Computational study of decomposition algorithms for mean-risk stochastic linear programs
- Vehicle routing with probabilistic capacity constraints
- Efficient algorithms for distributionally robust stochastic optimization with discrete scenario support
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality
- An optimal method for stochastic composite optimization
- Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
- Risk and complexity in scenario optimization
- Simulation-Based Optimality Tests for Stochastic Programs
- An adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse
- Monte Carlo sampling approach to stochastic programming
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
- The stratified \(p\)-center problem
- Computational aspects of minimizing conditional value-at-risk
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
- Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
- Sales and operations planning in systems with order configuration uncertainty
- Stochastic root finding and efficient estimation of convex risk measures
- Kestrel: an interface from optimization modeling systems to the NEOS server
- scientific article; zbMATH DE number 6296781 (Why is no real title available?)
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation
- Scenario MIN-MAX optimization and the risk of empirical costs
- Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
- Clustering-based preconditioning for stochastic programs
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation
- scientific article; zbMATH DE number 6381764 (Why is no real title available?)
- Predictive stochastic programming
- Variance reduction for sequential sampling in stochastic programming
- A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems
- The impact of sampling methods on bias and variance in stochastic linear programs
- A preconditioning technique for Schur complement systems arising in stochastic optimization
- Scenario reduction for stochastic programs with conditional value-at-risk
- Regularized optimization with spatial coupling for robust decision making
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- A warm-start approach for large-scale stochastic linear programs
- Solving a class of stochastic mixed-integer programs with branch and price
- Approximation Algorithms for 2-Stage Stochastic Optimization Problems
- Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach
- Validation analysis of mirror descent stochastic approximation method
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
- Stochastic programming approach to optimization under uncertainty
- Integrated supply chain planning under uncertainty using an improved stochastic approach
- Challenges in Enterprise Wide Optimization for the Process Industries
- A central limit theorem and hypotheses testing for risk-averse stochastic programs
- Parallelizable preprocessing method for multistage stochastic programming problems
- Testing successive regression approximations by large-scale two-stage problems
- Learning regularization parameters for general-form Tikhonov
- On a Class of Minimax Stochastic Programs
- Underground mine scheduling under uncertainty
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs
- Solving large MINLPs on computational grids
- Parallel distributed-memory simplex for large-scale stochastic LP problems
- Surgery sequencing coordination with recovery resource constraints
- General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension
- Periodic supply vessel planning under demand and weather uncertainty
- An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization
- Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS
- Robust improvement schemes for road networks under demand uncertainty
- An efficient linear programming based method for the influence maximization problem in social networks
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
- On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
- An effective method for parameter estimation with PDE constraints with multiple right-hand sides
- FATCOP
- PIPS
- MSLiP
- CORO
- EVPI
- SLP-IOR
- HOPDM
- HTCondor MW
- GRASP_QAP
- reducedLP
- SMPS reader
- PySP
- DDSIP
- DET2STO
- rMPC
- OPT++
- AMLET
- SAMPLE
- Climate change and optimal energy technology R\&D policy
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