eprintid: 4578
rev_number: 22
eprint_status: archive
userid: 351
dir: disk0/00/00/45/78
datestamp: 2016-01-15 02:06:23
lastmod: 2021-08-27 17:15:23
status_changed: 2016-01-15 02:06:23
type: monograph
metadata_visibility: show
item_issues_count: 2
creators_name: Dupacova, J.
creators_id: AL0616
title: Scenario-Based Stochastic Programs: Strategies for Deleting Scenarios
ispublished: pub
internal_subjects: iis_cmp
internal_subjects: iis_met
internal_subjects: iis_mod
internal_subjects: iis_sys
divisions: prog_opt
abstract: 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, such as stochastic decomposition or scenario aggregation. 

A 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.
date: 1995-02
date_type: published
publisher: WP-95-014
iiasapubid: WP-95-014
price: 10
creators_browse_id: 1850
full_text_status: public
monograph_type: working_paper
place_of_pub: IIASA, Laxenburg, Austria
pages: 16
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/book
citation:   Dupacova, J. <https://pure.iiasa.ac.at/view/iiasa/1850.html>  (1995).  Scenario-Based Stochastic Programs: Strategies for Deleting Scenarios.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-014     
document_url: https://pure.iiasa.ac.at/id/eprint/4578/1/WP-95-014.pdf