Pages that link to "Item:Q3703592"
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The following pages link to Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (Q3703592):
Displayed 50 items.
- Modeling vehicle routing with uncertain demands as a stochastic program: Properties of the corresponding solution (Q684320) (← links)
- Bounding multi-stage stochastic programs from above (Q689156) (← links)
- Parallel processors for planning under uncertainty (Q751510) (← links)
- Applying the progressive hedging algorithm to stochastic generalized networks (Q811327) (← links)
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
- MSLiP: A computer code for the multistage stochastic linear programming problem (Q914552) (← links)
- Refining bounds for stochastic linear programs with linearly transformed independent random variables (Q1079127) (← links)
- A multicut algorithm for two-stage stochastic linear programs (Q1104862) (← links)
- Sublinear upper bounds for stochastic programs with recourse (Q1115346) (← links)
- Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management (Q1176857) (← links)
- An exact penalty algorithm for recourse-constrained stochastic linear programs (Q1194451) (← links)
- Production planning in stochastic demand environments (Q1197739) (← links)
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
- Intelligent control and optimization under uncertainty with application to hydro power (Q1278637) (← links)
- Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
- A branch and bound method for stochastic global optimization (Q1290672) (← links)
- Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
- Solving discrete stochastic linear programs with simple recourse by the dualplex algorithm (Q1317085) (← links)
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs (Q1318278) (← links)
- Sensitivity method for basis inverse representation in multistage stochastic linear programming problems (Q1321212) (← links)
- A clustering heuristic to detect staircase structures in large scale linear programming models (Q1331570) (← links)
- Finite master programs in regularized stochastic decomposition (Q1341566) (← links)
- Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) (← links)
- Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
- A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs (Q1363435) (← links)
- Decomposition methods in stochastic programming (Q1365061) (← links)
- \(L\)-shaped algorithm for two stage problems of stochastic convex programming (Q1429354) (← links)
- Multistage stochastic programming model for electric power capacity expansion problem (Q1433514) (← links)
- Newton-type methods for stochastic programming. (Q1597071) (← links)
- Duality gaps in nonconvex stochastic optimization (Q1764248) (← links)
- Parallel decomposition of multistage stochastic programming problems (Q1803606) (← links)
- Efficient solution of two-stage stochastic linear programs using interior point methods (Q1803648) (← links)
- Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682) (← links)
- Continuous approximation schemes for stochastic programs (Q1896441) (← links)
- Models and model value in stochastic programming (Q1904670) (← links)
- SOCRATES: A system for scheduling hydroelectric generation under uncertainty (Q1904675) (← links)
- Parallel decomposition of large-scale stochastic nonlinear programs (Q1918421) (← links)
- On the formulation of stochastic linear programs using algebraic modelling languages (Q1918423) (← links)
- An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling (Q1918429) (← links)
- Solving linear programs with multiple right-hand sides: Pricing and ordering schemes (Q1918430) (← links)
- On augmented Lagrangian decomposition methods for multistage stochastic programs (Q1918433) (← links)
- Solving multistage stochastic network programs on massively prallel computers (Q1918923) (← links)
- On solving stochastic production planning problems via scenario modelling (Q1919106) (← links)
- Genetic algorithm based technique for solving chance constrained problems (Q2464197) (← links)
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
- Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253) (← links)
- An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty (Q2484354) (← links)
- On stages and consistency checks in stochastic programming (Q2488220) (← links)
- A stochastic soft constraints fuzzy model for a portfolio selection problem (Q2492370) (← links)
- A management system for decompositions in stochastic programming (Q2507408) (← links)