32 search results - page 1 / 7 » Parallel algorithms to solve two-stage stochastic linear pro... |
PC
2000
13 years 4 months ago
2000
In this paper we present a parallel method for solving two-stage stochastic linear programs with restricted recourse. The mathematical model considered here can be used to represe...
CSCLP
2005
Springer
13 years 9 months ago
2005
Springer
Abstract. We adopt Benders’ decomposition algorithm to solve scenariobased Stochastic Constraint Programs (SCPs) with linear recourse. Rather than attempting to solve SCPs via a ...
NETWORKS
2008
13 years 4 months ago
2008
The Network Interdiction Problem involves interrupting an adversary's ability to maximize flow through a capacitated network by destroying portions of the network. A budget c...
CDC
2008
IEEE
13 years 10 months ago
2008
IEEE
Abstract— This paper proposes a novel two-stage optimization method for robust Model Predictive Control (RMPC) with Gaussian disturbance and state estimation error. Since the dis...
JCO
2011
12 years 7 months ago
2011
This paper presents mathematical programming techniques for solving a class of multi-sensor scheduling problems. Robust optimization problems are formulated for both deterministic ...