A new decomposition algorithm for multistage stochastic programs with endogenous uncertainties.
Vijay GuptaIgnacio E. GrossmannPublished in: Comput. Chem. Eng. (2014)
Keyphrases
- multistage
- decomposition algorithm
- decomposition method
- working set
- stochastic programming
- production system
- dynamic programming
- lot sizing
- single stage
- stochastic optimization
- equality constraints
- recognition algorithm
- optimal policy
- machine learning
- learning algorithm
- linear program
- production line
- parallel algorithm
- multi item
- optimal solution
- computer vision