IDEAS home Printed from https://ideas.repec.org/a/spr/topjnl/v20y2012i2p279-295.html
   My bibliography  Save this article

A so-called Cluster Benders Decomposition approach for solving two-stage stochastic linear problems

Author

Listed:
  • L. Aranburu
  • L. Escudero
  • M. Garín
  • G. Pérez

Abstract

No abstract is available for this item.

Suggested Citation

  • L. Aranburu & L. Escudero & M. Garín & G. Pérez, 2012. "A so-called Cluster Benders Decomposition approach for solving two-stage stochastic linear problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 279-295, July.
    • Handle: RePEc:spr:topjnl:v:20:y:2012:i:2:p:279-295
    DOI: 10.1007/s11750-011-0242-4
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11750-011-0242-4
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s11750-011-0242-4?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. George B. Dantzig & Philip Wolfe, 1960. "Decomposition Principle for Linear Programs," Operations Research, INFORMS, vol. 8(1), pages 101-111, February.
    2. Birge, John R. & Louveaux, Francois V., 1988. "A multicut algorithm for two-stage stochastic linear programs," European Journal of Operational Research, Elsevier, vol. 34(3), pages 384-392, March.
    3. L. Escudero & A. Garín & M. Merino & G. Pérez, 2007. "A two-stage stochastic integer programming approach as a mixture of Branch-and-Fix Coordination and Benders Decomposition schemes," Annals of Operations Research, Springer, vol. 152(1), pages 395-420, July.
    4. Escudero, L.F. & Garín, M.A. & Merino, M. & Pérez, G., 2010. "An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: Some theoretical and experimental aspects," European Journal of Operational Research, Elsevier, vol. 204(1), pages 105-116, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wolf, Christian & Koberstein, Achim, 2013. "Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method," European Journal of Operational Research, Elsevier, vol. 230(1), pages 143-156.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. A. Ruszczynski, 1993. "Regularized Decomposition of Stochastic Programs: Algorithmic Techniques and Numerical Results," Working Papers wp93021, International Institute for Applied Systems Analysis.
    2. Schwarz, Hannes & Bertsch, Valentin & Fichtner, Wolf, 2015. "Two-stage stochastic, large-scale optimization of a decentralized energy system - a residential quarter as case study," Working Paper Series in Production and Energy 10, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
    3. Fei, Xin & Gülpınar, Nalân & Branke, Jürgen, 2019. "Efficient solution selection for two-stage stochastic programs," European Journal of Operational Research, Elsevier, vol. 277(3), pages 918-929.
    4. Hannes Schwarz & Valentin Bertsch & Wolf Fichtner, 2018. "Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 40(1), pages 265-310, January.
    5. Thomas W. M. Vossen & R. Kevin Wood & Alexandra M. Newman, 2016. "Hierarchical Benders Decomposition for Open-Pit Mine Block Sequencing," Operations Research, INFORMS, vol. 64(4), pages 771-793, August.
    6. Huang, Zhouchun & Zheng, Qipeng Phil, 2020. "A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract," European Journal of Operational Research, Elsevier, vol. 287(3), pages 1036-1051.
    7. Wu, Lingxiao & Wang, Shuaian & Laporte, Gilbert, 2021. "The Robust Bulk Ship Routing Problem with Batched Cargo Selection," Transportation Research Part B: Methodological, Elsevier, vol. 143(C), pages 124-159.
    8. N. Edirisinghe & E. Patterson, 2007. "Multi-period stochastic portfolio optimization: Block-separable decomposition," Annals of Operations Research, Springer, vol. 152(1), pages 367-394, July.
    9. Pagès-Bernaus, Adela & Pérez-Valdés, Gerardo & Tomasgard, Asgeir, 2015. "A parallelised distributed implementation of a Branch and Fix Coordination algorithm," European Journal of Operational Research, Elsevier, vol. 244(1), pages 77-85.
    10. Ruszczynski, Andrzej & Swietanowski, Artur, 1997. "Accelerating the regularized decomposition method for two stage stochastic linear problems," European Journal of Operational Research, Elsevier, vol. 101(2), pages 328-342, September.
    11. Escudero Bueno, Laureano F. & Garín Martín, María Araceli & Pérez Sainz de Rozas, Gloria & Unzueta Inchaurbe, Aitziber, 2010. "Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    12. Fengqi You & Ignacio Grossmann, 2013. "Multicut Benders decomposition algorithm for process supply chain planning under uncertainty," Annals of Operations Research, Springer, vol. 210(1), pages 191-211, November.
    13. Ethem Çanakoğlu & İbrahim Muter & Tevfik Aytekin, 2021. "Integrating Individual and Aggregate Diversity in Top- N Recommendation," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 300-318, January.
    14. Ogbe, Emmanuel & Li, Xiang, 2017. "A new cross decomposition method for stochastic mixed-integer linear programming," European Journal of Operational Research, Elsevier, vol. 256(2), pages 487-499.
    15. Sankaran, Jayaram K., 1995. "Column generation applied to linear programs in course registration," European Journal of Operational Research, Elsevier, vol. 87(2), pages 328-342, December.
    16. Metrane, Abdelmoutalib & Soumis, François & Elhallaoui, Issmail, 2010. "Column generation decomposition with the degenerate constraints in the subproblem," European Journal of Operational Research, Elsevier, vol. 207(1), pages 37-44, November.
    17. Belanger, Nicolas & Desaulniers, Guy & Soumis, Francois & Desrosiers, Jacques, 2006. "Periodic airline fleet assignment with time windows, spacing constraints, and time dependent revenues," European Journal of Operational Research, Elsevier, vol. 175(3), pages 1754-1766, December.
    18. François Clautiaux & Cláudio Alves & José Valério de Carvalho & Jürgen Rietz, 2011. "New Stabilization Procedures for the Cutting Stock Problem," INFORMS Journal on Computing, INFORMS, vol. 23(4), pages 530-545, November.
    19. Elisangela Martins de Sá & Ivan Contreras & Jean-François Cordeau & Ricardo Saraiva de Camargo & Gilberto de Miranda, 2015. "The Hub Line Location Problem," Transportation Science, INFORMS, vol. 49(3), pages 500-518, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:topjnl:v:20:y:2012:i:2:p:279-295. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.