relation: https://pure.iiasa.ac.at/id/eprint/5011/
title: On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems
creator: Ruszczynski, A.
creator: Swietanowski, A.
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.
publisher: WP-96-014
date: 1996-02
type: Monograph
type: NonPeerReviewed
format: text
language: en
identifier: https://pure.iiasa.ac.at/id/eprint/5011/1/WP-96-014.pdf
identifier:   Ruszczynski, A. <https://pure.iiasa.ac.at/view/iiasa/1544.html> & Swietanowski, A. <https://pure.iiasa.ac.at/view/iiasa/2438.html>  (1996).  On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-014