๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program

โœ Scribed by Suvrajeet Sen


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
357 KB
Volume
13
Category
Article
ISSN
0167-6377

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Response surface analysis of two-stage s
โœ T. Glenn Bailey; Paul A. Jensen; David P. Morton ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 429 KB ๐Ÿ‘ 2 views

We apply the techniques of response surface methodology (RSM) to approximate the objective function of a two-stage stochastic linear program with recourse. In particular, the objective function is estimated, in the region of optimality, by a quadratic function of the firststage decision variables. T

Performance of a benchmark parallel impl
โœ Ariyawansa, K. A. ;Hudson, D. D. ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 1015 KB

We describe a benchmark parallel version of the Van Slyke and Wets (1969) algorithm for two-stage stochastic programs and an implementation of that algorithm on the Sequent/Balance. We also report results of a numerical experiment using random test problems and our implementation. These performance