SUTIL

swMATH12322MaRDI QIDQ24251FDOQ24251

Author name not available (Why is that?)

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

• Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage
• Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization
• Designing Optimal Spectral Filters for Inverse Problems
• Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients
• Analysis of stochastic problem decomposition algorithms in computational grids
• The effect of regularization in portfolio selection problems
• A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse
• Vehicle routing with probabilistic capacity constraints
• Computational study of decomposition algorithms for mean-risk stochastic linear programs
• Risk and complexity in scenario optimization
• Simulation-Based Optimality Tests for Stochastic Programs
• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
• The stratified \(p\)-center problem
• Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
• Sales and operations planning in systems with order configuration uncertainty
• Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
• On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation
• Regularized optimization with spatial coupling for robust decision making
• Solving a class of stochastic mixed-integer programs with branch and price
• Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach
• A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
• Learning regularization parameters for general-form Tikhonov
• Parallelizable preprocessing method for multistage stochastic programming problems
• Underground mine scheduling under uncertainty
• Parallel distributed-memory simplex for large-scale stochastic LP problems
• An efficient linear programming based method for the influence maximization problem in social networks
• Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
• Component rationing for available-to-promise scheduling in configure-to-order systems
• On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
• Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
• Efficient Stochastic Programming in Julia
• A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
• Hierarchical MPC schemes for periodic systems using stochastic programming
• Efficient solution selection for two-stage stochastic programs
• Scenario Min-Max Optimization and the Risk of Empirical Costs
• On Feasibility of Sample Average Approximation Solutions
• Two-stage linear decision rules for multi-stage stochastic programming
• Approximate stochastic dynamic programming for hydroelectric production planning
• A smoothing SAA method for a stochastic mathematical program with complementarity constraints.
• Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
• 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
• Uncertainty feature optimization: An implicit paradigm for problems with noisy data
• Exploiting structure in parallel implementation of interior point methods for optimization
• An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse
• A smooth penalty-based sample average approximation method for stochastic complementarity problems
• A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs
• Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse
• Fast approaches to robust railway timetabling
• Optimal threshold levels in stochastic fluid models via simulation-based optimization
• Robust planning for an open-pit mining problem under ore-grade uncertainty
• Acceleration strategies of Benders decomposition for the security constraints power system expansion planning
• Order Scheduling Models: Hardness and Algorithms
• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• Dynamic fleet scheduling with uncertain demand and customer flexibility
• PySP: modeling and solving stochastic programs in Python
• Optimal path problems with second-order stochastic dominance constraints
• Stochastic polynomial optimization
• An Effective Method for Parameter Estimation with PDE Constraints with Multiple Right-Hand Sides
• Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
• 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
• Monte Carlo sampling approach to stochastic programming
• Kestrel: an interface from optimization modeling systems to the NEOS server
• Computational aspects of minimizing conditional value-at-risk
• The Generation of Experimental Data for Computational Testing in Optimization
• Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Clustering-based preconditioning for stochastic programs
• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear 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
• Approximation Algorithms for 2-Stage Stochastic Optimization Problems
• Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
• A warm-start approach for large-scale stochastic linear programs
• Challenges in Enterprise Wide Optimization for the Process Industries
• Validation analysis of mirror descent stochastic approximation method
• Stochastic programming approach to optimization under uncertainty
• Integrated supply chain planning under uncertainty using an improved stochastic approach
• On a Class of Minimax Stochastic Programs
• Testing successive regression approximations by large-scale two-stage problems
• Solving large MINLPs on computational grids
• A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs
• An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization
• Robust improvement schemes for road networks under demand uncertainty
• Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
• Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
• Title not available (Why is that?)
• Robust stochastic programming with uncertain probabilities
• Climate change and optimal energy technology R\&D policy
• An empirical analysis of scenario generation methods for stochastic optimization
• SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
• A stochastic programming approach for supply chain network design under uncertainty
• Stochastic dual dynamic programming applied to nonconvex hydrothermal models
• Robust Stochastic Approximation Approach to Stochastic Programming

This page was built for software: SUTIL