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Accelerating the regularized decomposition method for two stage stochastic linear problems

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  • Ruszczynski, Andrzej
  • Swietanowski, Artur

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File URL: http://www.sciencedirect.com/science/article/B6VCT-3SX26WR-1R/2/91afe51c20d003ad3b5ed1f865420c3c
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Bibliographic Info

Article provided by Elsevier in its journal European Journal of Operational Research.

Volume (Year): 101 (1997)
Issue (Month): 2 (September)
Pages: 328-342

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Handle: RePEc:eee:ejores:v:101:y:1997:i:2:p:328-342

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Web page: http://www.elsevier.com/locate/eor

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  1. Birge, John R. & Louveaux, Francois V., 1988. "A multicut algorithm for two-stage stochastic linear programs," European Journal of Operational Research, Elsevier, vol. 34(3), pages 384-392, March.
  2. Haugland, Dag & Wallace, Stein W., 1988. "Solving many linear programs that differ only in the righthand side," European Journal of Operational Research, Elsevier, vol. 37(3), pages 318-324, December.
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Cited by:
  1. Wolf, Christian & Koberstein, Achim, 2013. "Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method," European Journal of Operational Research, Elsevier, vol. 230(1), pages 143-156.
  2. Lin, Q.G. & Huang, G.H. & Bass, B. & Qin, X.S., 2009. "IFTEM: An interval-fuzzy two-stage stochastic optimization model for regional energy systems planning under uncertainty," Energy Policy, Elsevier, vol. 37(3), pages 868-878, March.
  3. Q. Lin & G. Huang, 2011. "Interval-fuzzy stochastic optimization for regional energy systems planning and greenhouse-gas emission management under uncertainty—a case study for the Province of Ontario, Canada," Climatic Change, Springer, vol. 104(2), pages 353-378, January.
  4. Maqsood, Imran & Huang, Guo H. & Scott Yeomans, Julian, 2005. "An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty," European Journal of Operational Research, Elsevier, vol. 167(1), pages 208-225, November.

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