MSLiP

swMATH1410MaRDI QIDQ14149FDOQ14149

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Described by source

• MSLiP: A computer code for the multistage stochastic linear programming problem

Cited In (only showing first 100 items - show all)

• PySP: modeling and solving stochastic programs in Python
• Re-solving stochastic programming models for airline revenue management
• Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
• Solving multi-stage stochastic in-house production and outsourcing planning by two-level decomposition
• On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
• An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty
• Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
• Title not available (Why is that?)
• Improving aggregation bounds for two-stage stochastic programs
• Quantified linear programs: a computational study
• A two-level interior-point decomposition algorithm for multi-stage stochastic capacity planning and technology acquisition
• StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems
• Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study
• Postoptimality for multistage stochastic linear programs
• Title not available (Why is that?)
• A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
• Modeling support for multistage recourse problems
• Multi-period stochastic portfolio optimization: block-separable decomposition
• Solving multistage stochastic network programs on massively prallel computers
• Multistage stochastic programming: Error analysis for the convex case
• Optimization of Dispersed Energy Supply —Stochastic Programming with Recombining Scenario Trees
• On bridging the gap between stochastic integer programming and MIP solver technologies
• An XML-based schema for stochastic programs
• Cut sharing for multistage stochastic linear programs with interstage dependency
• Stochastic modeling in economics and finance.
• Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
• Financial planning via multi-stage stochastic optimization.
• Title not available (Why is that?)
• Optimal Flows in Stochastic Dynamic Networks with Congestion
• The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
• On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
• A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
• Risk-averse two-stage stochastic programming with an application to disaster management
• Adaptive discretization of convex multistage stochastic programs
• Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
• WARSYP: A robust modeling approach for water resources system planning under uncertainty
• An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
• Strategic financial risk management and operations research
• A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs
• A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
• On solving stochastic production planning problems via scenario modelling
• A stochastic integer programming approach to solving a synchronous optical network ring design problem
• Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
• Dynamic stochastic programming for asset-liability management
• Medium term scheduling of a hydro-thermal system using stochastic model predictive control
• Title not available (Why is that?)
• A stochastic programming model for funding single premium deferred annuities
• Stochastic programming with simple integer recourse
• Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
• A model for strategic planning under uncertainty
• On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty
• Parallelization and aggregation of nested Benders decomposition
• Nested Benders decomposition and dynamic programming for reservoir optimisation
• Accelerating the regularized decomposition method for two stage stochastic linear problems
• On the formulation of stochastic linear programs using algebraic modelling languages
• Hierarchical benders decomposition for open-pit mine block sequencing
• Sequential importance sampling algorithms for dynamic stochastic programming
• Title not available (Why is that?)
• On modelling planning under uncertainty in manufacturing
• Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition
• On stages and consistency checks in stochastic programming
• Schumann, a modeling framework for supply chain management under uncertainty
• Locating hybrid fuel cell-turbine power generation units under uncertainty
• Building and solving large-scale stochastic programs on an affordable distributed computing system
• Computational solution of capacity planning models under uncertainty
• A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
• Multistage stochastic programming with fuzzy probability distribution
• On augmented Lagrangian decomposition methods for multistage stochastic programs
• SLP-IOR: An interactive model management system for stochastic linear programs
• CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty
• Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
• A scenario tree-based decomposition for solving multistage stochastic programs. With application in energy production.
• Title not available (Why is that?)
• SOCRATES: A system for scheduling hydroelectric generation under uncertainty
• Hierarchical sparsity in multistage stochastic programs
• SQG: software for solving stochastic programming problems with stochastic quasi-gradient methods
• Parallel decomposition of multistage stochastic programming problems
• EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures
• Models and model value in stochastic programming
• Title not available (Why is that?)
• A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
• Barycentric scenario trees in convex multistage stochastic programming
• Title not available (Why is that?)
• Formulation of the Russell-Yasuda Kasai financial planning model
• Title not available (Why is that?)
• Efficient management of multiple sets to extract complex structures from mathematical programs
• Title not available (Why is that?)
• A stochastic dynamic programming model for scheduling of offshore petroleum fields with resource uncertainty
• Modelling and analysis of multistage stochastic programming problems: A software environment
• Accelerating techniques on nested decomposition
• Scenario formulation in an algebraic modelling language
• Solving linear programs with multiple right-hand sides: Pricing and ordering schemes
• Title not available (Why is that?)
• Some insights into the solution algorithms for SLP problems
• Two-stage linear decision rules for multi-stage stochastic programming
• Asset and liability management: Recent advances
• A management system for decompositions in stochastic programming

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