?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4578%2F&rft.title=Scenario-Based+Stochastic+Programs%3A+Strategies+for+Deleting+Scenarios&rft.creator=Dupacova%2C+J.&rft.description=The+proposed+strategies+for+deleting+scenarios+are+based+on+postoptimality+analysis+of+the+optimal+value+function+with+respect+to+probabilities+of+the+included+scenarios.+These+strategies+can+be+used+to+reduce+the+size+of+the+large+scenario+based+problems+or+of+the+problems+constructed+in+the+course+of+specific+numerical+procedures%2C+such+as+stochastic+decomposition+or+scenario+aggregation.+%0D%0A%0D%0AA+convex+nonsmooth+optimization+problem+is+replaced+by+a+sequence+of+line+search+problems+along+recursively+updated+rays.+Convergence+of+the+method+is+proved+and+applications+indicated.&rft.publisher=WP-95-014&rft.date=1995-02&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4578%2F1%2FWP-95-014.pdf&rft.identifier=++Dupacova%2C+J.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1850.html%3E++(1995).++Scenario-Based+Stochastic+Programs%3A+Strategies+for+Deleting+Scenarios.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-95-014+++++