Results 281 to 290 of about 31,999 (310)

Decomposition strategy for the stochastic pooling problem

Journal of Global Optimization, 2011
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Xiang Li 0029, Asgeir Tomasgard, Paul I. Barton   +2 more
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Stochastic Decomposition and Extensions

2010
This chapter presents some extensions associated with stochastic decomposition (SD). Specifically, we study two issues: (a) are there conditions under which the regularized version of SD generates a unique solution? and (b) in cases where a user is willing to sacrifice optimality, is there a way to modify the SD algorithm so that a user can tradeoff ...
Suvrajeet Sen, Zhihong Zhou, Kai Huang
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Foundations of Stochastic Decomposition

1996
In Chapter 2, we explored the Successive Sample Mean Optimization method, SSMO, whereby the stochastic linear program (P) could be solved using a sequence of randomly generated observations of \(\tilde \omega \), {ω t }. This method yields a sequence of iterates, all accumulation points of which are optimal solutions (with probability one).
Julia L. Higle, Suvrajeet Sen
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Decomposition of Nonlinear Stochastic Differential Systems

Automation and Remote Control, 2001
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Shaikin, M. E., Shin, V. I.
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Stochastic Decomposition in Retrial Queueing Inventory System

Proceedings of the 11th International Conference on Queueing Theory and Network Applications, 2016
The purpose of this paper is to obtain product form solution for retrial – queueing – inventory system. We study anM/M/1 retrial queue with a storage system driven by an (s,S) policy. When server is idle, external arrivals enter directly to an orbit. Inventory replenishment lead time is exponentially distributed.
Achyutha Krishnamoorthy, Dhanya Shajin
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Computational stochastic programming with stochastic decomposition

2016
Stochastic Programming (SP) has long been considered as a well-justified yet computationally challenging paradigm for practical applications. Computational studies in the literature often involve approximating a large number of scenarios by using a small number of scenarios to be processed via deterministic solvers, or running Sample Average ...
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On Parallelizing Dual Decomposition in Stochastic Integer Programming

SSRN Electronic Journal, 2012
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Miles Lubin, R. Kipp Martin, Cosmin G. Petra, Burhaneddin Sandikçi   +3 more
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Stochastic Domain Decomposition via Moment Minimization

SIAM Journal on Scientific Computing, 2018
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Dongkun Zhang, Hessam Babaee, George E. Karniadakis   +2 more
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DECOMPOSITION OF STOCHASTIC FLOWS AND ROTATION MATRIX

Stochastics and Dynamics, 2002
We provide geometrical conditions on the manifold for the existence of the Liao's factorization of stochastic flows [10]. If M is simply connected and has constant curvature, then this decomposition holds for any stochastic flow, conversely, if every flow on M has this decomposition, then M has constant curvature.
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Partial Benders Decomposition: General Methodology and Application to Stochastic Network Design

Transportation Science, 2021
Teodor Gabriel Crainic, Mike Hewitt, Francesca Maggioni   +2 more
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