全球智库信息集成服务系统(G2TT): On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems.

G2TT

来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems.
	Ruszczynski A; Swietanowski A
发表日期	1996
出版者	IIASA, Laxenburg, Austria: WP-96-014
出版年	1996
语种	英语
摘要	A new approach to the regularized decomposition (RD) algorithm for two stage stochastic problems is presented. The RD method combines the ideas of the Dantzig-Wolfe decomposition principle and modern nonsmooth optimization methods. A new subproblem solution method using the primal simplex algorithm for linear programming is proposed and then tested on a number of large scale problems. The new approach makes it possible to use a more general problem formulation and thus allows considerably more freedom when creating the model. The computational results are highly encouraging.
主题	Optimization under Uncertainty (OPT)
URL	http://pure.iiasa.ac.at/id/eprint/5011/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/124641
推荐引用方式 GB/T 7714	Ruszczynski A,Swietanowski A. On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems.. 1996.