SUTIL

swMATH12322MaRDI QIDQ24251FDOQ24251

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

• 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
• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• PySP: modeling and solving stochastic programs in Python
• Optimal path problems with second-order stochastic dominance constraints
• Stochastic polynomial optimization
• 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
• 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
• 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
• 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
• Testing successive regression approximations by large-scale two-stage problems
• 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
• An effective method for parameter estimation with PDE constraints with multiple right-hand sides
• Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
• Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
• Climate change and optimal energy technology R\&D policy
• Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications
• A stochastic programming approach for supply chain network design under uncertainty
• FATCOP
• Robust Stochastic Approximation Approach to Stochastic Programming
• PIPS
• MSLiP
• CORO
• EVPI
• SLP-IOR
• HOPDM
• HTCondor MW
• GRASP_QAP
• reducedLP
• SMPS reader
• PySP
• DDSIP
• DET2STO
• rMPC
• OPT++
• AMLET
• SAMPLE
• A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
• FortSP
• POSTS
• SLPTESTSET
• SIPLIB
• OOPS
• RESINVM3D
• Portfolio Safeguard
• Evaluation of scenario generation methods for stochastic programming
• The empirical behavior of sampling methods for stochastic programming
• Confidence-based reasoning in stochastic constraint programming
• A sequential sampling procedure for stochastic programming
• DECIS
• SDDP
• NurseScheduler
• Disjunctive decomposition for two-stage stochastic mixed-binary programs with random recourse
• Simulation-based confidence bounds for two-stage stochastic programs
• Importance sampling in stochastic programming: a Markov chain Monte Carlo approach
• TailRiskScenGen.jl
• A stochastic programming duality approach to inventory centralization games
• Decomposition based interior point methods for two-stage stochastic convex quadratic programs with recourse
• Convexity and decomposition of mean-risk stochastic programs
• Stochastic optimization using a trust-region method and random models
• Some large deviations results for Latin hypercube sampling
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
• Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
• Variance reduction in sample approximations of stochastic programs
• A Sample Approximation Approach for Optimization with Probabilistic Constraints
• Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
• Multicut Benders decomposition algorithm for process supply chain planning under uncertainty
• On parallelizing dual decomposition in stochastic integer programming
• Solving two-stage stochastic programming problems with level decomposition
• On complexity of multistage stochastic programs
• On sample size control in sample average approximations for solving smooth stochastic programs
• Stochastic Nash equilibrium problems: sample average approximation and applications
• An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization
• On stochastic gradient and subgradient methods with adaptive steplength sequences
• Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
• Reformulation and sampling to solve a stochastic network interdiction problem
• Optimal budget allocation for sample average approximation
• On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling
• Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage
• Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization
• Order Scheduling Models: Hardness and Algorithms
• Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients
• Dynamic fleet scheduling with uncertain demand and customer flexibility
• Analysis of stochastic problem decomposition algorithms in computational grids

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