Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure.
Eric BeierSaravanan VenkatachalamLuca CorolliLewis NtaimoPublished in: Comput. Oper. Res. (2015)
Keyphrases
- bi level
- pairwise
- stochastic optimization
- computer programs
- monte carlo
- real world
- hierarchical decomposition
- decomposition method
- case study
- information systems
- information technology
- application scenarios
- search engine
- decomposition algorithm
- decomposition methods
- single stage
- genetic algorithm
- data sets
- stochastic nature