Accelerating the regularized decomposition method for two stage stochastic linear problems
Article Abstract:
The regularized decomposition algorithm for the two stage stochastic problems has been improved by the introduction of the primal simplex method and the inclusion of a penalty formulation for the subproblem. The primal simplex facilitates the generation of subproblems while the penalty formulation of the subproblem ensures crash and restarts which approximates solutions to the stochastic problem.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 1997
User Contributions:
Comment about this article or add new information about this topic:
Motorway traffic parameter estimation from mobile phone counts
Article Abstract:
Assessment of motorway traffic flow parameters based on mobile phone counts is analyzed.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Management of non-maturing deposits by multi-stage stochastic programming. A multi-period game theoretic model of venture capitalists and entrepreneurs
- Abstracts: On the control of a compound immigration process through total catastrophes. Applications of the urban traffic control strategy TUC
- Abstracts: Mathematical models for applying cell suppression methodology in statistical data protection. A mixed integer formulation for maximal covering by inclined parallelograms
- Abstracts: Borrowing cost reduction by interest rate swaps-an option pricing analysis. Integrated vendorubuyer cooperative inventory models with controllable lead time and ordering cost reduction
- Abstracts: Decomposition of the fuzzy parametric space in multiobjective nonlinear programming problems. PROMISE/scenarios: an interactive method for multiobjective stochastic linear programming under partial uncertainty