Sciweavers

Free Online Productivity Tools i2Speak i2Symbol i2OCR iTex2Img iWeb2Print iWeb2Shot i2Type iPdf2Split iPdf2Merge i2Bopomofo i2Arabic i2Style i2Image i2PDF iLatex2Rtf Sci2ools

10

ANOR
2006

favoriteEmaildiscussreport

59views more ANOR 2006»

The empirical behavior of sampling methods for stochastic programming

13 years 4 months ago

The empirical behavior of sampling methods for stochastic programming

Download pages.cs.wisc.edu

Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed software tool executing on a computational grid to solve many large instances of these problems, allowing us to obtain high-quality solutions and to verify optimality and near-optimality of the computed solutions in various ways.

Jeff Linderoth, Alexander Shapiro, Stephen Wright

Real-time Traffic

ANOR 2006 | Sample-average Approximations | Solutions | Two-stage Stochastic Linear |

claim paper

Related Content

» On the behavioral diversity of random programs

» Solving multistage asset investment problems by the sample average approximation method

» Sample Average Approximation Methods for a Class of Stochastic Variational inequality Prob...

» The Sample Average Approximation Method for Stochastic Discrete Optimization

» On complexity of multistage stochastic programs

» Sample average approximation of expected value constrained stochastic programs

» Dynamic Facility Location with Stochastic Demands

» On the convergence of stochastic dual dynamic programming and related methods

» Monte Carlo simulation approach to stochastic programming

Post Info
More Details (n/a)

Added	10 Dec 2010
Updated	10 Dec 2010
Type	Journal
Year	2006
Where	ANOR
Authors	Jeff Linderoth, Alexander Shapiro, Stephen Wright

Comments (0)