Modified Accelerated Bundle-Level Methods and Their Application in Two-Stage Stochastic Programming
نویسندگان
چکیده
منابع مشابه
Inexact Bundle Methods for Two-Stage Stochastic Programming
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 method that can handle inexactness in the subpro...
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ژورنال
عنوان ژورنال: Mathematics
سال: 2020
ISSN: 2227-7390
DOI: 10.3390/math8020265