IIASA RepositoryOn the Regularized Decomposition Method for Two Stage Stochastic Linear ProblemsA.RuszczynskiauthorA.SwietanowskiauthorA 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.1996-02WP-96-014Monograph

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