swMATH1410MaRDI QIDQ14149FDOQ14149
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Official website: http://myweb.dal.ca/gassmann/MSLIP.html
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
- 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
- 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
- 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?)
- 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
- 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
- Stochastic programming with simple integer recourse
- Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems
- EMP
- HOPDM
- OBOE
- AIMMS
- APLEpy
- SMPS reader
- SAMPLE
- ACCPM
- StAMPL
- 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
- FortSP
- POSTS
- SLPTESTSET
- FortMP
- OSL
- SUTIL
- Xerces
- Portfolio Safeguard
- On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty
- Nested Benders decomposition and dynamic programming for reservoir optimisation
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- POWDer
- SDDP
- StOpt
- 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
- Schumann, a modeling framework for supply chain management under uncertainty
- StochDynamicProgramming.jl
- StructDualDynProg.jl
- StoDCuP
- 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.
- SOCRATES: A system for scheduling hydroelectric generation under uncertainty
- 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
- Risk-averse optimization in two-stage stochastic models: computational aspects and a study
- 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
- 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
- Title not available (Why is that?)
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