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CCE
2010
13 years 2 months ago
A simple heuristic for reducing the number of scenarios in two-stage stochastic programming
In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...
Ramkumar Karuppiah, Mariano Martín, Ignacio...
SAGA
2009
Springer
13 years 11 months ago
Scenario Reduction Techniques in Stochastic Programming
Stochastic programming problems appear as mathematical models for optimization problems under stochastic uncertainty. Most computational approaches for solving such models are base...
Werner Römisch
INFOCOM
2000
IEEE
13 years 8 months ago
Heuristic Algorithms for Joint Configuration of the Optical and Electrical Layer in Multi-Hop Wavelength Routing Networks
An efficient and general graph-theoretic model (the Wavelength-Graph (WG)) has been proposed which enables solving the static Routing and Wavelength Assignment (RWA) problems in Mu...
Tibor Cinkler, Dániel Marx, Claus Popp Lars...