Pages that link to "Item:Q3735489"

The following pages link to A regularized decomposition method for minimizing a sum of polyhedral functions (Q3735489):

Displaying 50 items.

• Acceleration strategies of Benders decomposition for the security constraints power system expansion planning (Q256646) (← links)
• Large-scale optimization with the primal-dual column generation method (Q266408) (← links)
• Exact penalty functions and convex extensions of functions in schemes of decomposition in variables (Q289801) (← links)
• A regularized simplex method (Q302140) (← links)
• The unrooted set covering connected subgraph problem differentiating between HIV envelope sequences (Q320748) (← links)
• Recoverable robust single day aircraft maintenance routing problem (Q337121) (← links)
• Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation (Q429477) (← links)
• Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (Q439600) (← links)
• A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622) (← links)
• Improving the performance of stochastic dual dynamic programming (Q492066) (← links)
• Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
• Bounding multi-stage stochastic programs from above (Q689156) (← links)
• Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization (Q779756) (← links)
• Exact methods for large-scale multi-period financial planning problems (Q839841) (← links)
• Proximity control in bundle methods for convex nondifferentiable minimization (Q911994) (← links)
• Adaptive multicut aggregation for two-stage stochastic linear programs with recourse (Q976324) (← links)
• A generalized quadratic programming-based phase I--phase II method for inequality-constrained optimization (Q1205504) (← links)
• Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
• Accelerating the regularized decomposition method for two stage stochastic linear problems (Q1278964) (← links)
• Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
• Computational assessment of distributed decomposition methods for stochastic linear programs (Q1296802) (← links)
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
• Selected bibliography on degeneracy (Q1312748) (← links)
• Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
• A regularized stochastic decomposition algorithm for two-stage stochastic linear programs (Q1318278) (← links)
• On the rate of convergence of two minimax algorithms (Q1321092) (← links)
• Sensitivity method for basis inverse representation in multistage stochastic linear programming problems (Q1321212) (← links)
• Data parallel computing for network-structured optimization problems (Q1328430) (← links)
• Finite master programs in regularized stochastic decomposition (Q1341566) (← links)
• SLP-IOR: An interactive model management system for stochastic linear programs (Q1363427) (← links)
• Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) (← links)
• Duality and statistical tests of optimality for two stage stochastic programs (Q1363429) (← links)
• A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs (Q1363435) (← links)
• Decomposition methods in stochastic programming (Q1365061) (← links)
• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
• The Benders decomposition algorithm: a literature review (Q1751891) (← links)
• Risk-averse two-stage stochastic programming with an application to disaster management (Q1762003) (← links)
• Duality gaps in nonconvex stochastic optimization (Q1764248) (← links)
• Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
• An improved L-shaped method for solving process flexibility design problems (Q1793161) (← links)
• Parallel decomposition of multistage stochastic programming problems (Q1803606) (← links)
• Epigraphical nesting: A unifying theory for the convergence of algorithms (Q1893312) (← links)
• A stochastic optimization approach for robot scheduling (Q1896448) (← links)
• An SQP algorithm for extended linear-quadratic problems in stochastic programming (Q1896457) (← 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)
• On augmented Lagrangian decomposition methods for multistage stochastic programs (Q1918433) (← links)
• Solving multistage stochastic network programs on massively prallel computers (Q1918923) (← links)
• Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
• Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)