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Table of contents (4 chapters)
Keywords
About this book
Christian Küchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic programming. In particular, the author presents an extension of the Nested Benders decomposition algorithm related to the concept of recombining scenario trees. The approach combines the concept of cut sharing with a specific aggregation procedure and prevents an exponentially growing number of subproblem evaluations. Convergence results and numerical properties are discussed.
About the author
Bibliographic Information
Book Title: Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Authors: Christian Küchler
Series Title: Stochastic Programming
DOI: https://doi.org/10.1007/978-3-8348-9399-4
Publisher: Vieweg+Teubner Verlag Wiesbaden
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Vieweg+Teubner Verlag | Springer Fachmedien Wiesbaden GmbH, Wiesbaden 2009
Softcover ISBN: 978-3-8348-0921-6Published: 24 September 2009
eBook ISBN: 978-3-8348-9399-4Published: 30 May 2010
Series ISSN: 2945-8773
Series E-ISSN: 2945-8781
Edition Number: 1
Number of Pages: 184
Number of Illustrations: 49 b/w illustrations
Topics: Mathematical Modeling and Industrial Mathematics, Probability Theory and Stochastic Processes, Mathematics, general