Large-Scale Stochastic Mixed-Integer Programming Algorithms for Power Generation Scheduling
暂无分享,去创建一个
[1] Alan J. King,et al. A Standard Input Format for Multiperiod Stochastic Linear Programs , 1987 .
[2] David L. Woodruff,et al. Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems , 2011, Comput. Manag. Sci..
[3] Cosmin G. Petra,et al. On Parallelizing Dual Decomposition in Stochastic Integer Programming , 2012, Oper. Res. Lett..
[4] Marshall L. Fisher,et al. An Applications Oriented Guide to Lagrangian Relaxation , 1985 .
[5] Tobias Achterberg,et al. SCIP: solving constraint integer programs , 2009, Math. Program. Comput..
[6] Victor M. Zavala,et al. Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs , 2017, Mathematical Programming Computation.
[7] Cosmin G. Petra,et al. Parallel Algebraic Modeling for Stochastic Optimization , 2014, 2014 First Workshop for High Performance Technical Computing in Dynamic Languages.
[8] Sanjay Mehrotra,et al. A Two-Stage Stochastic Integer Programming Approach to Integrated Staffing and Scheduling with Application to Nurse Management , 2015, Oper. Res..
[9] Claude Lemaréchal,et al. Lagrangian Relaxation , 2000, Computational Combinatorial Optimization.
[10] Minjiao Zhang,et al. Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs , 2014, SIAM J. Optim..
[11] R. Tyrrell Rockafellar,et al. Scenarios and Policy Aggregation in Optimization Under Uncertainty , 1991, Math. Oper. Res..
[12] Dinakar Gade,et al. Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs , 2014, Math. Program..
[13] Oliver Burger,et al. Pyro - Python Remote Objects , 2012 .
[14] Nikolaos V. Sahinidis,et al. A finite branch-and-bound algorithm for two-stage stochastic integer programs , 2004, Math. Program..
[15] Jacek Gondzio,et al. New developments in the primal-dual column generation technique , 2013, Eur. J. Oper. Res..
[16] Arthur M. Geoffrion,et al. Lagrangian Relaxation for Integer Programming , 2010, 50 Years of Integer Programming.
[17] Hanif D. Sherali,et al. A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse , 2002, J. Glob. Optim..
[18] David L. Woodruff,et al. PySP: modeling and solving stochastic programs in Python , 2012, Mathematical Programming Computation.
[19] Dimitri P. Bertsekas,et al. Convex Optimization Algorithms , 2015 .
[20] Julia L. Higle,et al. The C3 Theorem and a D2 Algorithm for Large Scale Stochastic Mixed-Integer Programming: Set Convexification , 2005, Math. Program..
[21] Rüdiger Schultz,et al. Dual decomposition in stochastic integer programming , 1999, Oper. Res. Lett..