A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty-Reference-Cited by-同舟云学术

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A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty

Published:2023-08-14 Issue:4 Volume:15 Page:591-619
ISSN:1867-2949
Container-title:Mathematical Programming Computation
language:en
Short-container-title:Math. Prog. Comp.

Author:

Knueven Bernard,Mildebrath David,Muir Christopher,Siirola John D.,Watson Jean-Paul,Woodruff David L.

Publisher

Springer Science and Business Media LLC

Subject

Software,Theoretical Computer Science

Link

https://link.springer.com/content/pdf/10.1007/s12532-023-00247-3.pdf

Reference31 articles.

1. Benders, J.F.: Partitioning procedures for solving mixed-variables programming problems. Numer. Math. 4(1), 238–252 (1962)

2. Biel, M., Johansson, M.: Efficient stochastic programming in Julia. INFORMS J. Comput. to appear (2021)

3. Birge, J.R., Louveaux, F.: Introduction to Stochastic Programming. Springer, Cham (1997)

4. Boland, N., Christiansen, J., Dandurand, B., Eberhard, A., Linderoth, J., Luedtke, J., Oliveira, F.: Combining progressive hedging with a Frank-Wolfe method to compute Lagrangian dual bounds in stochastic mixed-integer programming. SIAM J. Optim. 28(2), 1312–1336 (2018)

5. Cheung, K.W., Gade, D., Silva-Monroy, C., Ryan, S.M., Watson, J.P., Wets, R.J., Woodruff, D.L.: Scalable stochastic unit commitment, part 2: solver performance. Energy Syst. 6(3), 417–438 (2015)

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