A Recursive Scenario Decomposition Algorithm for Combinatorial Multistage Stochastic Optimisation Problems.
David HemmiGuido TackMark WallacePublished in: AAAI (2018)
Keyphrases
- decomposition algorithm
- optimisation problems
- multistage stochastic
- linear program
- optimisation algorithm
- evolutionary computation
- portfolio selection
- multistage
- capacity expansion
- working set
- integer program
- decomposition method
- particle swarm
- benchmark problems
- cutting plane
- stochastic programming
- linear programming
- evolutionary algorithm
- test suite
- neural network
- optimization methods
- fitness function
- particle swarm optimization
- production planning
- column generation
- integer programming
- hybrid algorithm
- genetic programming
- fuzzy logic