Article Outline
Keywords
Introduction
Alternative Methods for Approximating The Recourse Function
Two Basic Tools: Incumbent Solutions and Regularization
Regularization of Deterministic Cutting Plane Methods
A Regularized Stochastic Decomposition Algorithm
Conclusions
Thanks
See also
References
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Sen, S., Higle, J.L. (2008). Stabilization of Cutting Plane Algorithms for Stochastic Linear Programming Problems . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_633
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DOI: https://doi.org/10.1007/978-0-387-74759-0_633
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-387-74758-3
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