Applying oracles of on-demand accuracy in two-stage stochastic programming - A computational study

European Journal of Operational Research

Volumn 239, Issue 2, 2014, Pages 437-448

  Wolf, Christian ^a   Fábián, Csaba I ^b   Koberstein, Achim ^c   Suhl, Leena ^a  

^a UNIVERSITY OF PADERBORN   (Germany)

^b JOHN VON NEUMANN UNIVERSITY   (Hungary)

^c GOETHE UNIVERSITY   (Germany)

Author keywords

Bundle methods; Decomposition; Stochastic programming; Two stage problems

Indexed keywords

AGGREGATES; CONVEX PROGRAMMING; DECOMPOSITION;

BENDERS' DECOMPOSITIONS; BUNDLE METHODS; COMPARE AND ANALYZE; COMPUTATIONAL STUDIES; MASTER PROBLEMS; PARALLEL IMPLEMENTATIONS; TWO-STAGE PROBLEMS; TWO-STAGE STOCHASTIC PROGRAMMING;

STOCHASTIC PROGRAMMING;

EID: 84904605677     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2014.05.010     Document Type: Article

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