IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v101y1997i2p328-342.html
   My bibliography  Save this article

Accelerating the regularized decomposition method for two stage stochastic linear problems

Author

Listed:
  • Ruszczynski, Andrzej
  • Swietanowski, Artur

Abstract

No abstract is available for this item.

Suggested Citation

  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0377-2217(96)00401-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ahumada, Omar & Rene Villalobos, J. & Nicholas Mason, A., 2012. "Tactical planning of the production and distribution of fresh agricultural products under uncertainty," Agricultural Systems, Elsevier, vol. 112(C), pages 17-26.
    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. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. 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.
    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.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. A. Ruszczynski, 1993. "Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results," Working Papers wp93021, International Institute for Applied Systems Analysis.
    2. Jacek Gondzio & Roy Kouwenberg, 2001. "High-Performance Computing for Asset-Liability Management," Operations Research, INFORMS, vol. 49(6), pages 879-891, December.
    3. Trukhanov, Svyatoslav & Ntaimo, Lewis & Schaefer, Andrew, 2010. "Adaptive multicut aggregation for two-stage stochastic linear programs with recourse," European Journal of Operational Research, Elsevier, vol. 206(2), pages 395-406, October.
    4. L. Aranburu & L. Escudero & M. Garín & G. Pérez, 2012. "A so-called Cluster Benders Decomposition approach for solving two-stage stochastic linear problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 279-295, July.
    5. Ricardo Collado & Dávid Papp & Andrzej Ruszczyński, 2012. "Scenario decomposition of risk-averse multistage stochastic programming problems," Annals of Operations Research, Springer, vol. 200(1), pages 147-170, November.
    6. Julia L. Higle, 1998. "Variance Reduction and Objective Function Evaluation in Stochastic Linear Programs," INFORMS Journal on Computing, INFORMS, vol. 10(2), pages 236-247, May.
    7. Fei, Xin & Gülpınar, Nalân & Branke, Jürgen, 2019. "Efficient solution selection for two-stage stochastic programs," European Journal of Operational Research, Elsevier, vol. 277(3), pages 918-929.
    8. Thomas W. M. Vossen & R. Kevin Wood & Alexandra M. Newman, 2016. "Hierarchical Benders Decomposition for Open-Pit Mine Block Sequencing," Operations Research, INFORMS, vol. 64(4), pages 771-793, August.
    9. Huang, Zhouchun & Zheng, Qipeng Phil, 2020. "A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract," European Journal of Operational Research, Elsevier, vol. 287(3), pages 1036-1051.
    10. Blanchot, Xavier & Clautiaux, François & Detienne, Boris & Froger, Aurélien & Ruiz, Manuel, 2023. "The Benders by batch algorithm: Design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs," European Journal of Operational Research, Elsevier, vol. 309(1), pages 202-216.
    11. Wu, Lingxiao & Wang, Shuaian & Laporte, Gilbert, 2021. "The Robust Bulk Ship Routing Problem with Batched Cargo Selection," Transportation Research Part B: Methodological, Elsevier, vol. 143(C), pages 124-159.
    12. N. Edirisinghe & E. Patterson, 2007. "Multi-period stochastic portfolio optimization: Block-separable decomposition," Annals of Operations Research, Springer, vol. 152(1), pages 367-394, July.
    13. Fengqi You & Ignacio Grossmann, 2013. "Multicut Benders decomposition algorithm for process supply chain planning under uncertainty," Annals of Operations Research, Springer, vol. 210(1), pages 191-211, November.
    14. Kavinesh J. Singh & Andy B. Philpott & R. Kevin Wood, 2009. "Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems," Operations Research, INFORMS, vol. 57(5), pages 1271-1286, October.
    15. Helga Meier & Nicos Christofides & Gerry Salkin, 2001. "Capital Budgeting Under Uncertainty---An Integrated Approach Using Contingent Claims Analysis and Integer Programming," Operations Research, INFORMS, vol. 49(2), pages 196-206, April.
    16. Ethem Çanakoğlu & İbrahim Muter & Tevfik Aytekin, 2021. "Integrating Individual and Aggregate Diversity in Top- N Recommendation," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 300-318, January.
    17. Ogbe, Emmanuel & Li, Xiang, 2017. "A new cross decomposition method for stochastic mixed-integer linear programming," European Journal of Operational Research, Elsevier, vol. 256(2), pages 487-499.
    18. Sankaran, Jayaram K., 1995. "Column generation applied to linear programs in course registration," European Journal of Operational Research, Elsevier, vol. 87(2), pages 328-342, December.
    19. Metrane, Abdelmoutalib & Soumis, François & Elhallaoui, Issmail, 2010. "Column generation decomposition with the degenerate constraints in the subproblem," European Journal of Operational Research, Elsevier, vol. 207(1), pages 37-44, November.
    20. Belanger, Nicolas & Desaulniers, Guy & Soumis, Francois & Desrosiers, Jacques, 2006. "Periodic airline fleet assignment with time windows, spacing constraints, and time dependent revenues," European Journal of Operational Research, Elsevier, vol. 175(3), pages 1754-1766, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:101:y:1997:i:2:p:328-342. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.