Results 21 to 30 of about 21,299,052 (294)
A two-stage stochastic programming with recourse model for determining robust planting plans in horticulture [PDF]
, 2000 A two-stage stochastic programming with recourse model for the problem of determining optimal planting plans for a vegetable crop is presented in this paper.
Darby-Dowman, K +3 more
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Journal of Advanced Transportation, 2019 This paper considers an integrated hub location and revenue management problem in which a set of capacities is available from which one can be chosen for each hub and the disruption is considered in a star-star shaped airline network.
Yan-Ting Hou, Jia-Zhen Huo, Feng Chu
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Intraday Scheduling of a System With Following Units Based on Two-Stage Stochastic Programming
Frontiers in Energy Research, 2022 In order to further reduce the impact of renewable energy forecast errors on the system scheduling plan, this paper proposes an intraday rolling scheduling strategy for systems with following units based on two-stage stochastic programming.
Yunhai Zhou +7 more
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Inexact Bundle Methods for Two-Stage Stochastic Programming [PDF]
SIAM Journal on Optimization, 2011 Stochastic programming problems arise in many practical situations. In general, the deterministic equivalents of these problems can be very large and may not be solvable directly by general-purpose optimization approaches. For the particular case of two-stage stochastic programs, we consider decomposition approaches akin to a regularized L-shaped ...
Welington Luis de Oliveira +2 more
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Modified Accelerated Bundle-Level Methods and Their Application in Two-Stage Stochastic Programming
Mathematics, 2020 The accelerated prox-level (APL) and uniform smoothing level (USL) methods recently proposed by Lan (Math Program, 149: 1−45, 2015) can achieve uniformly optimal complexity when solving black-box convex programming (CP) and structure non-smooth CP ...
Chunming Tang, Bo He, Zhenzhen Wang
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Two-stage stochastic linear programming by a series of Monte-Carlo estimators
Computational Science and Techniques, 2015 In this paper a stochastic adaptive method has been developed to solve stochastic linear problems by a finite sequence of Monte-Carlo sampling estimators. The method is based on the adaptive regulation of the size of Monte-Carlo samples and a statistical
Kęstutis Žilinskas
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Inexact stochastic mirror descent for two-stage nonlinear stochastic programs [PDF]
Mathematical Programming, 2020 We introduce an inexact variant of Stochastic Mirror Descent (SMD), called Inexact Stochastic Mirror Descent (ISMD), to solve nonlinear two-stage stochastic programs where the second stage problem has linear and nonlinear coupling constraints and a nonlinear objective function which depends on both first and second stage decisions.
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Efficient solution selection for two-stage stochastic programs [PDF]
European Journal of Operational Research, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xin Fei, Nalan Gülpinar, Jürgen Branke
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Stability and sensitivity analysis of stochastic programs with second order dominance constraints [PDF]
, 2010 In this paper we present stability and sensitivity analysis of a stochastic optimization problem with stochastic second order dominance constraints. We consider perturbation of the underlying probability measure in the space of regular measures equipped ...
Xu, Huifu, Liu, Yongchao
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A stochastic programming approach to perform hospital capacity assessments.
PLoS ONE, 2023 This article introduces a bespoke risk averse stochastic programming approach for performing a strategic level assessment of hospital capacity (QAHC). We include stochastic treatment durations and length of stay in the analysis for the first time. To the
Robert L Burdett +4 more
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