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Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results

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  • A. Ruszczynski

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  • A. Ruszczynski, 1993. "Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results," Working Papers wp93021, International Institute for Applied Systems Analysis.
    • Handle: RePEc:wop:iasawp:wp93021
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    File URL: http://www.iiasa.ac.at/Publications/Documents/WP-93-021.ps
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    References listed on IDEAS

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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. A. Ruszczynski, 1992. "Augmented Lagrangian Decomposition for Sparse Convex Optimization," Working Papers wp92075, International Institute for Applied Systems Analysis.
    3. George B. Dantzig & Philip Wolfe, 1960. "Decomposition Principle for Linear Programs," Operations Research, INFORMS, vol. 8(1), pages 101-111, February.
    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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    Cited by:

    1. A. Ruszczynski & A. Swietanowski, 1996. "On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems," Working Papers wp96014, International Institute for Applied Systems Analysis.
    2. Vladimirou, Hercules, 1998. "Computational assessment of distributed decomposition methods for stochastic linear programs," European Journal of Operational Research, Elsevier, vol. 108(3), pages 653-670, August.
    3. A. Swietanowski, 1995. "A Penalty Based Simplex Method for Linear Programming," Working Papers wp95005, International Institute for Applied Systems Analysis.
    4. 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.

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