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Year of publication
Subject
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Benders decomposition 3 Mathematical programming 3 Mathematische Optimierung 3 Theorie 3 Theory 3 Algorithm 1 Algorithmus 1 Data protection 1 Datenschutz 1 Decomposition method 1 Dekompositionsverfahren 1 Lagrangian relaxation 1 Large ill-posed linear problems 1 Mixed-Integer Non-Linear Problems 1 Perspective reformulation 1 Portfolio optimization 1 Portfolio selection 1 Portfolio-Management 1 Project management 1 Projection 1 Projektmanagement 1 Scenario cluster auxiliary submodels 1 Semi-continuous variables 1 Tight feasibility cuts 1 Two-level preconditioning 1 Two-stage stochastic linear problems 1 bijection 1 cell-suppression problem 1 data-solution pairs 1 equivalence 1 input-output pairs 1 large-scale optimization 1 linear problems 1 local branching 1 mixed-integer linear problems 1 ordered fields 1 parametric Fourier quantifier elimination 1 predicate language 1 randomizing linear algorithms 1 scenario cluster auxiliary submodels 1
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Online availability
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Undetermined 4 Free 1
Type of publication
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Article 5 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 4 Undetermined 2
Author
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Frangioni, Antonio 2 Araceli, María 1 Aranburu Laka, Larraitz 1 Aranburu, L. 1 Baena, Daniel 1 Bunse-Gerstner, Angelika 1 Castro, Jordi 1 Eaves, Burchett Curtis 1 Escudero Bueno, Laureano F. 1 Escudero, L. 1 Furini, Fabio 1 Garín, M. 1 Gentile, Claudio 1 Guerra-Ones, Valia 1 La Vega, Humberto Madrid de 1 Martín, Garín 1 Pérez Sainz de Rozas, Gloria 1 Pérez, G. 1 Rothblum, Uriel G. 1
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Institution
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Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1
Published in...
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BILTOKI 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Mathematics and Computers in Simulation (MATCOM) 1 Mathematics of operations research 1 Operations research letters 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1
Source
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ECONIS (ZBW) 3 RePEc 3
Showing 1 - 6 of 6
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Stabilized benders methods for large-scale combinatorial optimization, with application to data privacy
Baena, Daniel; Castro, Jordi; Frangioni, Antonio - In: Management science : journal of the Institute for … 66 (2020) 7, pp. 3051-3068
Persistent link: https://www.econbiz.de/10012268619
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Improving the Approximated Projected Perspective Reformulation by dual information
Frangioni, Antonio; Furini, Fabio; Gentile, Claudio - In: Operations research letters 45 (2017) 5, pp. 519-524
Persistent link: https://www.econbiz.de/10011774742
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On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition
Aranburu Laka, Larraitz; Escudero Bueno, Laureano F.; … - Departamento de Economía Aplicada III (Econometría y … - 2010
The optimization of stochastic linear problems, via scenario analysis, based on Benders decomposition requires to … large-scale two stage stochastic linear problems. The scenario tree is decomposed into a set of scenario clusters and …
Persistent link: https://www.econbiz.de/10008739743
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An exact correspondence of linear problems and randomizing linear algorithms
Eaves, Burchett Curtis; Rothblum, Uriel G. - In: Mathematics of operations research 39 (2014) 3, pp. 607-623
Persistent link: https://www.econbiz.de/10010402971
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A so-called Cluster Benders Decomposition approach for solving two-stage stochastic linear problems
Aranburu, L.; Escudero, L.; Garín, M.; Pérez, G. - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 2, pp. 279-295
Persistent link: https://www.econbiz.de/10010995343
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An improved preconditioned LSQR for discrete ill-posed problems
Bunse-Gerstner, Angelika; Guerra-Ones, Valia; La Vega, … - In: Mathematics and Computers in Simulation (MATCOM) 73 (2006) 1, pp. 65-75
We present a modified version of the two-level iterative method proposed in [M. Hanke, R. Vogel, Two-level preconditioners for regularized inverse problems. I: Theory, Numerische Mathematik 83 (1999) 385–402]. Here, we propose the application of the two-level Schur complement CG on the...
Persistent link: https://www.econbiz.de/10010870492
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