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Stochastic Linear Programming: Decomposition and Cutting Planes

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Encyclopedia of Optimization

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Article Outline

Keywords

Introduction

Decomposition of SLP

Statistical Representation of Cutting Plane Coefficients

Stochastic Decomposition

Conclusions

Thanks

See also

References

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References

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Author information

Authors and Affiliations

  1. Systems and Industrial Engineering, University Arizona, Tucson, USA

    Julia L. Higle & Suvrajeet Sen

Authors
  1. Julia L. Higle
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  2. Suvrajeet Sen
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Editor information

Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Higle, J.L., Sen, S. (2008). Stochastic Linear Programming: Decomposition and Cutting Planes . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_651

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