Results 1 to 10 of about 22,233,048 (267)
Differential Stability of Two-Stage Stochastic Programs [PDF]
SIAM Journal on Optimization, 2000 Summary: Two-stage stochastic programs with random right-hand side are considered. Optimal values and solution sets are regarded as mappings of the expected recourse functions and their perturbations, respectively. Conditions are identified implying that these mappings are directionally differentiable and semidifferentiable on appropriate functional ...
Darinka Dentcheva, Werner Römisch
exaly +3 more sources
Energies, 2018 The operation problem of a micro-grid (MG) in grid-connected mode is an optimization one in which the main objective of the MG operator (MGO) is to minimize the operation cost with optimal scheduling of resources and optimal trading energy with the main ...
Pouria Sheikhahmadi +4 more
doaj +3 more sources
On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs
INFORMS Journal on Computing, 2022 We investigate new methods for generating Lagrangian cuts to solve two-stage stochastic integer programs. Lagrangian cuts can be added to a Benders reformulation and are derived from solving single scenario integer programming subproblems identical to those used in the nonanticipative Lagrangian dual of a stochastic integer program.
James Luedtke, Rui Chen
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A note on scenario reduction for two-stage stochastic programs [PDF]
Operations Research Letters, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Werner Römisch
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Dealing with Stochasticity in Wood Remanufacturing Operations Planning [PDF]
International Journal of Mathematical, Engineering and Management Sciences, 2021 The planning process of wood remanufacturing operations encompasses challenging characteristic, including divergent co-production (one log tree may produce several different products), alternative processes (different receipts exist to produce the same ...
Rezvan Rafiei +2 more
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A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions [PDF]
SIAM Journal on OptimizationYing Cui
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Economic efficiency of poultry egg production in Surkhandarya province, Uzbekistan [PDF]
E3S Web of Conferences, 2023 The study assessed the determinants of efficiency of poultry egg production in Surkhandarya province of Uzbekistan. Data was collected through a multi-stage sampling technique and analysed using stochastic production frontier.
Ismoilov Zukhriddin +2 more
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Security-Constrained Unit Commitment in the Presence of Demand Response Programs and Electric Vehicles [PDF]
International Journal of Industrial Electronics, Control and Optimization, 2020 In recent years, concerns about environmental pollutions have risen and in this respect, the power system and transportation section have been introduced as the main sources of their emission.
Mohsen Ramzanzadeh +3 more
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A Review on the Performance of Linear and Mixed Integer Two-Stage Stochastic Programming Software
Algorithms, 2022 This paper presents a tutorial on the state-of-the-art software for the solution of two-stage (mixed-integer) linear stochastic programs and provides a list of software designed for this purpose.
Juan J. Torres +3 more
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Energies, 2023 This paper addresses the optimal stochastic allocation of distributed energy resources in distribution networks. Typically, uncertain problems are analyzed in multistage formulations, including case generation routines, resulting in computationally ...
Diego Mendoza Osorio +1 more
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