Adaptive multicut aggregation for two-stage stochastic linear programs with recourse

European Journal of Operational Research

Volumn 206, Issue 2, 2010, Pages 395-406

  Trukhanov, Svyatoslav ^a   Ntaimo, Lewis ^a   Schaefer, Andrew ^b  

^a Department of Electrical and Computer Engineering   (United States)

^b University of Pittsburgh   (United States)

Author keywords

Adaptive cuts; Multicut aggregation; Stochastic programming

Indexed keywords

ADAPTIVE CUTS; AGGREGATION LEVEL; COMPUTATIONAL RESULTS; COMPUTATIONAL SAVINGS; COMPUTATIONAL TIME; L-SHAPED; LINEAR PROGRAMS; LINEARIZATION METHODS; MASTER PROGRAMS; MULTICUTS; OPTIMALITY; OPTIMALITY CUTS; TWO STAGE;

STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS;

ADAPTIVE ALGORITHMS;

EID: 77950368188     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2010.02.025     Document Type: Article

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