| 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: | Ruszczyski Andrzej, witanowski Artur |
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.