TY  - RPRT
CY  - IIASA, Laxenburg, Austria
ID  - iiasa5011
UR  - https://pure.iiasa.ac.at/id/eprint/5011/
A1  - Ruszczynski, A.
A1  - Swietanowski, A.
Y1  - 1996/02//
N2  - 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.
PB  - WP-96-014
M1  - working_paper
TI  - On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems
AV  - public
EP  - 25
ER  -