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Ruszczynski, A. & Swietanowski, A. (1997). Accelerating the regularized decomposition method for two stage stochastic linear problems. European Journal of Operational Research 101 (2) 328-342. 10.1016/S0377-2217(96)00401-8.
Full text not available from this repository.Abstract
Practical improvements of the regularized decomposition algorithm for two stage stochastic problems are presented. They are associated with the primal simplex method for solving subproblems. A penalty formulation of the subproblems is used, which facilitates crash and warm starts, and allows more freedom when creating the model. The computational results are highly encouraging.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Stochastic programming; Decomposition; Non-smooth optimization |
| Research Programs: | Risk, Modeling, Policy (RMP) |
| Bibliographic Reference: | European Journal of Operational Research; 101:328-342 [1997] |
| Depositing User: | IIASA Import |
| Date Deposited: | 15 Jan 2016 02:08 |
| Last Modified: | 27 Aug 2021 17:36 |
| URI: | https://pure.iiasa.ac.at/5045 |
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