Mean Value Cross Decomposition for Two-Stage Stochastic Linear Programming with Recourse
نویسندگان
چکیده
منابع مشابه
Mean Value Cross Decomposition for Two-Stage Stochastic Linear Programming with Recourse
We present the mean value cross decomposition algorithm and its simple enhancement for the two-stage stochastic linear programming problem with complete recourse. The mean value cross decomposition algorithm employs the Benders (primal) subproblems as in the so-called “L-shaped” method but eliminates the Benders master problem for generating the next trial first-stage solution, relying instead ...
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ژورنال
عنوان ژورنال: The Open Operational Research Journal
سال: 2011
ISSN: 1874-2432
DOI: 10.2174/1874243201105010030