Search Results - subject:"nested Benders decomposition"

A multistage distributionally robust optimization approach to water allocation under climate uncertainty

Park, Jangho; Bayraksan, Güzin - In: European journal of operational research : EJOR 306 (2023) 2, pp. 849-871

Persistent link: https://www.econbiz.de/10014279137

A nested Benders decomposition-based algorithm to solve the three-stage stochastic optimisation problem modeling population-based breast cancer screening

Meersman, Tine; Maenhout, Broos; Van Herck, Koen - In: European journal of operational research : EJOR 310 (2023) 3, pp. 1273-1293

Persistent link: https://www.econbiz.de/10014471165

Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty

Zhang, Weini; Rahimian, Hamed; Bayraksan, Güzin - In: INFORMS journal on computing : JOC 28 (2016) 3, pp. 385-404

Persistent link: https://www.econbiz.de/10011538952

Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition

Lorenz, Ulf; Wolf, Jan - In: EURO journal on computational optimization 3 (2015) 4, pp. 349-370

Persistent link: https://www.econbiz.de/10011444721

Parallelization and Aggregation of Nested Benders Decomposition

Dempster, M.A.H.; Thompson, R.T. - Judge Business School, University of Cambridge

Benders decomposition. In this method, recently shown to be superior to the alternatives for large problems, the problem is … have to be made under future uncertainty. There are a variety of methods for solving these problems, including nested …

Persistent link: https://www.econbiz.de/10005634820

EVPI-Based Importance Sampling Solution Procedures for Multistage Stochastic Linear Programmes on Parallel MIMD Architectures

Dempster, M. A. H.; Thompson, R. T. - Judge Business School, University of Cambridge

dynamic problems, including the simplex and interior point methods and nested Benders decomposition - which decomposes the …

Persistent link: https://www.econbiz.de/10005634822