Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
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DOI: 10.1287/ijoc.2017.0767
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References listed on IDEAS
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Cited by:
- Kevin Ryan & Shabbir Ahmed & Santanu S. Dey & Deepak Rajan & Amelia Musselman & Jean-Paul Watson, 2020. "Optimization-Driven Scenario Grouping," INFORMS Journal on Computing, INFORMS, vol. 32(3), pages 805-821, July.
- J. Cole Smith, 2019. "In Memoriam: Shabbir Ahmed (1969–2019)," INFORMS Journal on Computing, INFORMS, vol. 31(4), pages 633-635, October.
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Keywords
risk-averse 0-1 stochastic programs; conditional value-at-risk (CVaR); minimax optimization; dual decomposition; distributed algorithms; parallel computing;All these keywords.
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