| Article ID: | iaor20063657 |
| Country: | Netherlands |
| Volume: | 142 |
| Issue: | 1 |
| Start Page Number: | 215 |
| End Page Number: | 241 |
| Publication Date: | Feb 2006 |
| Journal: | Annals of Operations Research |
| Authors: | Shapiro Alexander, Wright Stephen J., Linderoth Jeff |
We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed software tool executing on a computational grid to solve many large instances of these problems, allowing us to obtain high-quality solutions and to verify optimality and near-optimality of the computed solutions in various ways.