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Nested Decomposition of Multistage Nonlinear Programs With Recourse
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Document type | Article de périodique (Journal article) – Article de recherche |
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Access type | Accès restreint |
Publication date | 1987 |
Language | Anglais |
Journal information | "Mathematical Programming" - Vol. 37, no. 2, p. 131-152 (1987) |
Peer reviewed | yes |
Publisher | Elsevier Science Bv (Amsterdam) |
issn | 0025-5610 |
e-issn | 1436-4646 |
Publication status | Publié |
Affiliation | UCL - FSA/INMA - Département d'ingénierie mathématique |
Links |
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- J.F. Benders, “Partitioning procedures for solving mixed variables programming problems,”Numerische Mathematik 1 (1982) 238–252.
- J.R. Birge, “Decomposition and partitioning methods for multi-stage stochastic linear programs,”Operations Research 33 (1985) 989–1007.
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- G.B. Dantzig,Linear Programming and Extensions (Princeton University Press, Princeton, 1963).
- X. de Groote, M.-C. Noël and Y. Smeers, “Some test problems for stochastic nonlinear multistage programs,” to appear in: Y. Ermoliev and R. Wets, eds.,Numerical Techniques for Stochastic Optimization Problems (IIASA, Laxenburg, 1986).
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- J.K. Ho and E. Loute, “Computational experience with advanced implementation of decomposition algorithms for linear programming”,Mathematical Programming 27 (1983) 283–290.
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- A.S. Manne, “ETA-MACRO: A model of energy-economy interactions,” Research Project 1014, Department of Operations Research, Stanford University, Stanford, California 94305 (1977).
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- A.B. Murtagh and M.A. Saunders, “Minos: A large-scale nonlinear programming system,” User's guide. Technical Report 77-9, Stanford University, Department of Operations Research (1977).
- M.-C. Noël and Y. Smeers, “On the use of nested decomposition for solving non-linear multistage stochastic programs,” in: F. Archetti, D. Di Pillo and M. Lucertini, eds.,Stochastic Programming (Springer-Verlag, Berlin, 1985) pp. 235–245.
- P. Olsen, “Multistage stochastic programming with recourse: the equivalent deterministic problem,”SIAM Journal on Control and Optimization 14 (876) 495–517.
- R.P. O'Neill, “Nested decomposition of multistage convex programs,”SIAM Journal on Control and Optimization 14 (1976) 409–418.
- Rockafellar Ralph Tyrell, Convex Analysis : , ISBN:9781400873173, 10.1515/9781400873173
- R.M. Van Slyke and R. Wets, “L-shaped linear programs with applications to optimal control and stochastic programming,”SIAM Journal on Applied Mathematics 17 (1969) 638–663.
Bibliographic reference | Noel, MC. ; Smeers, Yves. Nested Decomposition of Multistage Nonlinear Programs With Recourse. In: Mathematical Programming, Vol. 37, no. 2, p. 131-152 (1987) |
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Permanent URL | http://hdl.handle.net/2078.1/53879 |