Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study. | 6 | 0.45 | 2015 |
A regularized simplex method | 0 | 0.34 | 2015 |
Applying oracles of on-demand accuracy in two-stage stochastic programming - A computational study. | 6 | 0.45 | 2014 |
Implementing the simplex method as a cutting-plane method, with a view to regularization | 1 | 0.36 | 2013 |
A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition. | 21 | 0.84 | 2012 |
Processing second-order stochastic dominance models using cutting-plane representations | 35 | 1.53 | 2011 |
Handling CVaR objectives and constraints in two-stage stochastic models | 17 | 1.15 | 2008 |
Solving two-stage stochastic programming problems with level decomposition | 20 | 1.70 | 2007 |
On a Dual Method for a Specially Structured Linear Programming Problem with Application to Stochastic Programming | 2 | 0.37 | 2002 |