Name
Title | ||
|---|---|---|
Applying oracles of on-demand accuracy in two-stage stochastic programming - A computational study. |
Abstract | ||
|---|---|---|
•We devise variants of the L-shaped method using the concept of on-demand accuracy (ODA).•In many of the iterations only an approximate cut is added to the master problem.•These cuts do not require the solution of second-stage subproblems.•ODA reduces average solution time by 55% on 105 problems.•ODA combined with regularization reduces average solution time by 79%. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1016/j.ejor.2014.05.010 | European Journal of Operational Research |
Keywords | Field | DocType |
Stochastic programming,Two-stage problems,Decomposition,Bundle methods | Mathematical optimization,On demand,Oracle,Implementation,Stochastic programming,Convex optimization,Mathematics | Journal |
Volume | Issue | ISSN |
239 | 2 | 0377-2217 |
Citations | PageRank | References |
6 | 0.45 | 15 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Christian Wolf 0002 | 1 | 6 | 0.79 |
| Csaba I. Fábián | 2 | 108 | 7.18 |
| Achim Koberstein | 3 | 80 | 9.48 |
| Leena Suhl | 4 | 243 | 26.87 |