Stochastic Decomposition and Extensions

Suvrajeet Sen (), Zhihong Zhou () and Kai Huang ()
Additional contact information
Suvrajeet Sen: The Ohio State University
Zhihong Zhou: The MORE Institute, The University of Arizona
Kai Huang: Area of Operations Management, DeGroote School of Business McMaster University

Chapter Chapter 4 in Stochastic Programming, 2010, pp 57-66 from Springer

Abstract: Abstract This chapter presents some extensions associated with stochastic decomposition (SD). Specifically, we study two issues: (a) are there conditions under which the regularized version of SD generates a unique solution? and (b) in cases where a user is willing to sacrifice optimality, is there a way to modify the SD algorithm so that a user can tradeoff solution times with solution quality? This chapter presents our preliminary approach to address these questions.

Date: 2010
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-1-4419-1642-6_4

Ordering information: This item can be ordered from
http://www.springer.com/9781441916426

DOI: 10.1007/978-1-4419-1642-6_4

Access Statistics for this chapter

More chapters in International Series in Operations Research & Management Science from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().