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Volumn 8, Issue 4, 2011, Pages 355-370

Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems

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EID: 80053098461     PISSN: 1619697X     EISSN: 16196988     Source Type: Journal    
DOI: 10.1007/s10287-010-0125-4     Document Type: Article
Times cited : (270)

References (16)
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  • 8
    • 0030235440 scopus 로고    scopus 로고
    • Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
    • Løkketangen A, Woodruff DL (1996) Progressive hedging and tabu search applied to mixed integer (0, 1) multistage stochastic programming. J Heurist 2: 111-128.
    • (1996) J Heurist , vol.2 , pp. 111-128
    • Løkketangen, A.1    Woodruff, D.L.2
  • 9
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    • Applying the progressive hedging algorithm to stochastic generalized networks
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    • Mulvey, J.M.1    Vladimirou, H.2
  • 10
    • 3843118715 scopus 로고    scopus 로고
    • On bridging the gap between stochastic integer programming and MIP solver technologies
    • Parija GR, Ahmed S, King AJ (2004) On bridging the gap between stochastic integer programming and MIP solver technologies. INFORMS J Comput 16: 73-83.
    • (2004) INFORMS J Comput , vol.16 , pp. 73-83
    • Parija, G.R.1    Ahmed, S.2    King, A.J.3
  • 11
    • 0000514655 scopus 로고
    • Scenarios and policy aggregation in optimization under uncertainty
    • Rockafellar RT, Wets RJ-B (1991) Scenarios and policy aggregation in optimization under uncertainty. Math Oper Res 16: 119-147.
    • (1991) Math Oper Res , vol.16 , pp. 119-147
    • Rockafellar, R.T.1    Wets, R.J.-B.2
  • 12
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    • Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
    • Ruszczyński A (2002) Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra. Math Program 93: 195-215.
    • (2002) Math Program , vol.93 , pp. 195-215
    • Ruszczyński, A.1
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    • The aggregation principle in scenario analysis and stochastic optimization
    • S. W. Wallace (Ed.), Berlin: Springer
    • Wets RJ-B (1989) The aggregation principle in scenario analysis and stochastic optimization. In: Wallace SW (eds) Algorithms and model formulations in mathematical programming. Springer, Berlin.
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    • Wets, R.J.-B.1
  • 16
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    • Hashing vectors for tabu search
    • Woodruff DL, Zemel E (1993) Hashing vectors for tabu search. Ann Oper Res 41: 123-137.
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    • Woodruff, D.L.1    Zemel, E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.