?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%2F5011%2F&rft.title=On+the+Regularized+Decomposition+Method+for+Two+Stage+Stochastic+Linear+Problems&rft.creator=Ruszczynski%2C+A.&rft.creator=Swietanowski%2C+A.&rft.description=A+new+approach+to+the+regularized+decomposition+(RD)+algorithm+for+two+stage+stochastic+problems+is+presented.+The+RD+method+combines+the+ideas+of+the+Dantzig-Wolfe+decomposition+principle+and+modern+nonsmooth+optimization+methods.+A+new+subproblem+solution+method+using+the+primal+simplex+algorithm+for+linear+programming+is+proposed+and+then+tested+on+a+number+of+large+scale+problems.+The+new+approach+makes+it+possible+to+use+a+more+general+problem+formulation+and+thus+allows+considerably+more+freedom+when+creating+the+model.+The+computational+results+are+highly+encouraging.&rft.publisher=WP-96-014&rft.date=1996-02&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F5011%2F1%2FWP-96-014.pdf&rft.identifier=++Ruszczynski%2C+A.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F1544.html%3E+%26+Swietanowski%2C+A.+%3Chttps%3A%2F%2Fpure.iiasa.ac.at%2Fview%2Fiiasa%2F2438.html%3E++(1996).++On+the+Regularized+Decomposition+Method+for+Two+Stage+Stochastic+Linear+Problems.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-96-014+++++