Accelerating the regularized decomposition method for two stage stochastic linear problems

Accelerating the regularized decomposition method for two stage stochastic linear problems

0.00 Avg rating0 Votes
Article ID: iaor19992035
Country: Netherlands
Volume: 101
Issue: 2
Start Page Number: 328
End Page Number: 342
Publication Date: Sep 1997
Journal: European Journal of Operational Research
Authors: ,
Abstract:

Practical improvements of the regularized decomposition algorithm for two stage stochastic problems are presented. They are associated with the primal simplex method for solving subproblems. A penalty formulation of the subproblems is used, which facilitates crash and warm starts, and allows more freedom when creating the model. The computational results are highly encouraging.

Reviews

Required fields are marked *. Your email address will not be published.