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A Scenario Tree-Based Decomposition for Solving Multistage Stochastic ProgramsAlgorithmic Implementation

A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs: Algorithmic... [This chapter is devoted to the algorithmic implementation of the SD-BB algorithm presented in Chapter 6. In order to make the algorithm successful, several ideas are developed which exploit either the specific properties of the algorithm or the characteristics of the S-OPGen problem.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

A Scenario Tree-Based Decomposition for Solving Multistage Stochastic ProgramsAlgorithmic Implementation

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Publisher
Vieweg+Teubner
Copyright
© Vieweg+Teubner Verlag | Springer Fachmedien Wiesbaden GmbH, Wiesbaden 2011
ISBN
978-3-8348-1409-8
Pages
95 –124
DOI
10.1007/978-3-8348-9829-6_7
Publisher site
See Chapter on Publisher Site

Abstract

[This chapter is devoted to the algorithmic implementation of the SD-BB algorithm presented in Chapter 6. In order to make the algorithm successful, several ideas are developed which exploit either the specific properties of the algorithm or the characteristics of the S-OPGen problem.]

Published: Jan 20, 2011

Keywords: Root Node; Solution Process; Lagrangian Relaxation; Scenario Tree; Algorithmic Implementation

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