Higle Julia L.

Julia L. Higle

Information about the author Julia L. Higle will soon be added to the site.
Found 15 papers in total
Multistage stochastic convex programs: Duality and its implications
Multistage stochastic convex programs: Duality and its implications
2006
In this paper, we study alternative primal and dual formulations of multistage...
Sensitivity analysis and uncertainty in linear programming
Sensitivity analysis and uncertainty in linear programming
2003
Linear programming (LP) is one of the great successes to emerge from operations...
An introductory tutorial on stochastic linear programming models
An introductory tutorial on stochastic linear programming models
1999
Linear programming is a fundamental planning tool. It is often difficult to precisely...
Statistical approximations for stochastic linear programming problems
Statistical approximations for stochastic linear programming problems
1999
Sampling and decomposition constitute two of the most successful approaches for...
Variance reduction and objective function evaluation in stochastic linear programs
Variance reduction and objective function evaluation in stochastic linear programs
1998
Planning under uncertainty requires the explicit representation of uncertain...
Duality and statistical tests of optimality for two stage stochastic programs
Duality and statistical tests of optimality for two stage stochastic programs
1996
We present alternative methods for verifying the quality of a proposed solution to a...
Finite master programs in regularized stochastic decomposition
Finite master programs in regularized stochastic decomposition
1994
Stochastic decomposition is a stochastic analog of benders’ decomposition in...
Inexact subgradient methods with applications in stochastic programming
Inexact subgradient methods with applications in stochastic programming
1994
In many instances, the exact evaluation of an objective function and its subgradients...
Conditional stochastic decomposition: An algorithmic interface for optimization and simulation
Conditional stochastic decomposition: An algorithmic interface for optimization and simulation
1994
Simulation and optimization are among the most commonly used elements in the...
Production planning with discounting and stochastic demands
Production planning with discounting and stochastic demands
1991
A general continuous review production planning problem with stochastic demand is...
Capacity expansion under stochastic demands
Capacity expansion under stochastic demands
1992
The authors consider the problem of optimally meeting a stochastically growing demand...
On the convergence of algorithms with implications for stochastic and nondifferentiable optimization
On the convergence of algorithms with implications for stochastic and nondifferentiable optimization
1992
Studies of the convergence of algorithms often revolve around the existence of a...
Stochastic decomposition: An algorithm for two-stage linear programs with recourse
Stochastic decomposition: An algorithm for two-stage linear programs with recourse
1991
The authors present a cutting plane algorithm for two-stage stochastic linear programs...
Statistical verification of optimality conditions for stochastic programs with recourse
Statistical verification of optimality conditions for stochastic programs with recourse
1991
Statistically motivated algorithms for the solution of stochastic programming problems...
Deterministic equivalence in stochastic infinite horizon problems
Deterministic equivalence in stochastic infinite horizon problems
1990
The authors consider a general infinite horizon problem with stochastic data. They...
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