| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1016/S0377-2217(96)00401-8 |
| Accelerating the regularized decomposition method for two stage stochastic linear problems. | |
| Ruszczynski A; Swietanowski A | |
| 发表日期 | 1997 |
| 出处 | European Journal of Operational Research 101 (2): 328-342 |
| 出版年 | 1997 |
| 语种 | 英语 |
| 摘要 | Practical improvements of the regularized decomposition algorithm for two stage stochastic problems are presented. They are associated with the primal simplex method for solving subproblems. A penalty formulation of the subproblems is used, which facilitates crash and warm starts, and allows more freedom when creating the model. The computational results are highly encouraging. |
| 主题 | Risk, Modeling, Policy (RMP) |
| 关键词 | Stochastic programming Decomposition Non-smooth optimization |
| URL | http://pure.iiasa.ac.at/id/eprint/5045/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127585 |
| 推荐引用方式 GB/T 7714 | Ruszczynski A,Swietanowski A. Accelerating the regularized decomposition method for two stage stochastic linear problems.. 1997. |
| 条目包含的文件 | 条目无相关文件。 | |||||
| 个性服务 |
| 推荐该条目 |
| 保存到收藏夹 |
| 导出为Endnote文件 |
| 谷歌学术 |
| 谷歌学术中相似的文章 |
| [Ruszczynski A]的文章 |
| [Swietanowski A]的文章 |
| 百度学术 |
| 百度学术中相似的文章 |
| [Ruszczynski A]的文章 |
| [Swietanowski A]的文章 |
| 必应学术 |
| 必应学术中相似的文章 |
| [Ruszczynski A]的文章 |
| [Swietanowski A]的文章 |
| 相关权益政策 |
| 暂无数据 |
| 收藏/分享 |
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
