Titlebook: Computational Stochastic Programming; Models, Algorithms, Lewis Ntaimo Book 2024 Springer Nature Switzerland AG 2024 Mean-risk linear and

微粒

Risk-Neutral Stochastic Linear Programming Methodsf the models derived in Chap. . and decomposition techniques from Chap. . to derive solution algorithms for RN-SLP. We begin our study with the classical . in Sect. 6.2, which generates a single optimality cut at a given iteration of the algorithm to approximate the recourse function. We then consid

吸引力

Mean-Risk Stochastic Linear Programming Methods derived in Chap. 2 and decomposition techniques from Chap. 6 to derive solution algorithms for MR-SLP for quantile and deviation risk measures. Definitions of risk measures and deterministic equivalent problem (DEP) formulations are derived in Chap. 2. The risk measures . (QDEV), . (CVaR), and . EE

atopic-rhinitis

Sampling-Based Stochastic Linear Programming Methodsochastic programming (SP) models derived in Chap. . and decomposition techniques from Chaps. . and . in the solution methods for MR-SLP. We study two main classical approaches, . and .. Exterior sampling or Monte Carlo methods involve taking a sample and solving an approximation problem, and getting

incredulity

Stochastic Mixed-Integer Programming Methodso the stochastic setting. Thus, SMIP inherits the nonconvexity properties of MIP and with its large-scale nature due to data uncertainty, SMIP is very challenging to solve. Therefore, it is not surprising that there are few practical algorithms for SMIP. This motivates the study of SMIP due to its m

欢呼

Computational Experimentationdition to theory, models, and algorithms, implementation and application of the models and algorithms is also important. Implementing (coding) the models and algorithms on the computer requires computational experimentation. Therefore, it is fitting to end this book with a chapter on computational e

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Cardiac-Output

Andrea Caccialanza,Marco Marinonierefore, as in Kelley’s method, Benders decomposition algorithm generates cutting-planes (row generation). For problems in high-dimensional space, we introduce . to potentially reduce the number of iterations in Benders decomposition algorithm. In this version of the algorithm, we add a quadratic te

补助

https://doi.org/10.1007/978-3-642-23550-4ithms for RN-SLP may not be an easy activity for many students. Therefore, in our derivation of the various algorithms, we place emphasis on implementation and provide guidelines for efficient computer codes. We end the chapter with a list of other decomposition methods for RN-SLP not covered in thi

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