eprintid: 13652
rev_number: 5
eprint_status: archive
userid: 353
dir: disk0/00/01/36/52
datestamp: 2016-08-09 14:57:44
lastmod: 2021-08-27 17:41:30
status_changed: 2016-08-09 14:57:44
type: book_section
metadata_visibility: show
item_issues_count: 1
creators_name: Nazareth, J.
creators_name: Wets, R
creators_id: AL1035
creators_id: AL1370
title: Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders
ispublished: pub
abstract: We consider solution strategies for stochastic programs whose deterministic equivalent programs take on the form: Find x an element of R**n, chi an element of R**m such that x greater than equivalent to 0, Ax equals b, Tx equals chi and z equals cx plus PSI ( chi ) is minimized. We suggest algorithms based upon (i) extensions of the revised simplex method, (ii) inner approximations (generalized programming techniques), (iii) outer approximations (minmax) strategies.
date: 1986-04
date_type: published
publisher: Springer
id_number: 10.1007/BFb0121123
creators_browse_id: 2226
creators_browse_id: 2512
creators_browse_id: 2512
full_text_status: none
series: Mathematical Programming Study
volume: 28
pagerange: 1-28
refereed: TRUE
isbn: 978-3-642-00924-2
issn: 0303-3929
book_title: Stochastic Programming 84 Part II
editors_name: Prekopa, A.
editors_name: Wets, R.
editors_id: AL1370
coversheets_dirty: FALSE
fp7_project: no
fp7_type: info:eu-repo/semantics/bookPart
citation:   Nazareth, J. <https://pure.iiasa.ac.at/view/iiasa/2226.html> & Wets, R <https://pure.iiasa.ac.at/view/iiasa/2512.html>  (1986).  Algorithms for Stochastic Programs: The Case of Nonstochastic Tenders.    In:  Stochastic Programming 84 Part II. Eds. Prekopa, A. & Wets, R. <https://pure.iiasa.ac.at/view/iiasa/2512.html>, pp. 1-28 Springer.  ISBN 978-3-642-00924-2 10.1007/BFb0121123 <https://doi.org/10.1007/BFb0121123>.