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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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  • Ruszczynski, Andrzej & Swietanowski, Artur, 1997. "Accelerating the regularized decomposition method for two stage stochastic linear problems," European Journal of Operational Research, Elsevier, vol. 101(2), pages 328-342, September.
    • Handle: RePEc:eee:ejores:v:101:y:1997:i:2:p:328-342
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    1. 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.
    2. George B. Dantzig & Philip Wolfe, 1960. "Decomposition Principle for Linear Programs," Operations Research, INFORMS, vol. 8(1), pages 101-111, February.
    3. John M. Mulvey & Andrzej Ruszczyński, 1995. "A New Scenario Decomposition Method for Large-Scale Stochastic Optimization," Operations Research, INFORMS, vol. 43(3), pages 477-490, June.
    4. 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.
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    2. ZhenFang Liu & GuoHe Huang, 2009. "Dual-Interval Two-Stage Optimization for Flood Management and Risk Analyses," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 23(11), pages 2141-2162, September.
    3. 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.
    4. Hermann, Alexander & Jensen, Tue Vissing & Østergaard, Jacob & Kazempour, Jalal, 2022. "A complementarity model for electric power transmission-distribution coordination under uncertainty," European Journal of Operational Research, Elsevier, vol. 299(1), pages 313-329.
    5. Li, Y.P. & Huang, G.H. & Nie, S.L. & Qin, X.S., 2007. "ITCLP: An inexact two-stage chance-constrained program for planning waste management systems," Resources, Conservation & Recycling, Elsevier, vol. 49(3), pages 284-307.
    6. Yong Li & Guo Huang, 2008. "Interval-parameter Two-stage Stochastic Nonlinear Programming for Water Resources Management under Uncertainty," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 22(6), pages 681-698, June.
    7. 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.
    8. C. Li & L. Zhang, 2015. "An Inexact Two-Stage Allocation Model for Water Resources Management Under Uncertainty," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(6), pages 1823-1841, April.
    9. 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.
    10. Ilbin Lee & Stewart Curry & Nicoleta Serban, 2019. "Solving Large Batches of Linear Programs," INFORMS Journal on Computing, INFORMS, vol. 31(2), pages 302-317, April.
    11. 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.
    12. Mitridati, Lesia & Kazempour, Jalal & Pinson, Pierre, 2020. "Heat and electricity market coordination: A scalable complementarity approach," European Journal of Operational Research, Elsevier, vol. 283(3), pages 1107-1123.
    13. W. Ackooij & X. Warin, 2020. "On conditional cuts for stochastic dual dynamic programming," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 8(2), pages 173-199, June.
    14. Cai, Y.P. & Huang, G.H. & Tan, Q. & Chen, B., 2011. "Identification of optimal strategies for improving eco-resilience to floods in ecologically vulnerable regions of a wetland," Ecological Modelling, Elsevier, vol. 222(2), pages 360-369.
    15. Li, Y.P. & Huang, G.H. & Nie, X.H. & Nie, S.L., 2008. "A two-stage fuzzy robust integer programming approach for capacity planning of environmental management systems," European Journal of Operational Research, Elsevier, vol. 189(2), pages 399-420, September.

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