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

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

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  • 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
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    References listed on IDEAS

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    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. 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.
    4. 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.
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    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.

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