SUTIL
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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
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