Generalized Farkas Lemma with Adjustable Variables and Two-Stage Robust Linear Programs

Journal of Optimization Theory and Applications ◽

10.1007/s10957-020-01753-3 ◽

2020 ◽

Vol 187 (2) ◽

pp. 488-519

Author(s):

Thai Doan Chuong ◽

Vaithilingam Jeyakumar

Keyword(s):

Linear Programs ◽

Two Stage ◽

Download Full-text

Constrained Generalized Medians and Hypermedians as Deterministic Equivalents for Two-Stage Linear Programs under Uncertainty

Management Science ◽

10.1287/mnsc.12.1.83 ◽

1965 ◽

Vol 12 (1) ◽

pp. 83-112 ◽

Author(s):

A. Charnes ◽

W. W. Cooper ◽

G. L. Thompson

Keyword(s):

Linear Programs ◽

Download Full-text

On interior-point based retrospective approximation methods for solving two-stage stochastic linear programs

Proceedings of the 2011 Winter Simulation Conference (WSC) ◽

10.1109/wsc.2011.6148104 ◽

2011 ◽

Author(s):

Soumyadip Ghosh ◽

Raghu Pasupathy

Keyword(s):

Interior Point ◽

Approximation Methods ◽

Linear Programs ◽

Two Stage ◽

Stochastic Linear Programs

Download Full-text

Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs

SIAM Journal on Optimization ◽

10.1137/19m1244469 ◽

2021 ◽

Vol 31 (1) ◽

pp. 1017-1048

Author(s):

Raghu Pasupathy ◽

Yongjia Song

Keyword(s):

Sample Average Approximation ◽

Linear Programs ◽

Two Stage ◽

Sequential Sample ◽

Sample Average ◽

Stochastic Linear Programs ◽

Average Approximation

Download Full-text

Robust two-stage stochastic linear programs with moment constraints

Optimization ◽

10.1080/02331934.2014.906598 ◽

2014 ◽

Vol 63 (6) ◽

pp. 829-837 ◽

Author(s):

Sarah Y. Gao ◽

Lingchen Kong ◽

Jie Sun

Keyword(s):

Linear Programs ◽

Two Stage ◽

Stochastic Linear Programs

Download Full-text

Efficient solution of two-stage stochastic linear programs using interior point methods

Computational Optimization and Applications ◽

10.1007/bf00249637 ◽

1992 ◽

Vol 1 (3) ◽

pp. 245-276 ◽

Author(s):

J. R. Birge ◽

D. F. Holmes

Keyword(s):

Interior Point ◽

Efficient Solution ◽

Interior Point Methods ◽

Linear Programs ◽

Two Stage ◽

Stochastic Linear Programs

Download Full-text

A regularized stochastic decomposition algorithm for two-stage stochastic linear programs

Computational Optimization and Applications ◽

10.1007/bf01299391 ◽

1994 ◽

Vol 3 (1) ◽

pp. 59-81 ◽

Author(s):

Diana S. Yakowitz

Keyword(s):

Decomposition Algorithm ◽

Stochastic Decomposition ◽

Linear Programs ◽

Two Stage ◽

Stochastic Linear Programs

Download Full-text

Second-Order Conic Programming Approach for Wasserstein Distributionally Robust Two-Stage Linear Programs

IEEE Transactions on Automation Science and Engineering ◽

10.1109/tase.2021.3056429 ◽

2021 ◽

pp. 1-13

Author(s):

Zhuolin Wang ◽

Keyou You ◽

Shiji Song ◽

Yuli Zhang

Keyword(s):

Second Order ◽

Conic Programming ◽

Programming Approach ◽

Linear Programs ◽

Two Stage ◽

Distributionally Robust

Download Full-text

Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls

Operations Research ◽

10.1287/opre.2017.1698 ◽

2018 ◽

Vol 66 (3) ◽

pp. 849-869 ◽

Author(s):

Grani A. Hanasusanto ◽

Daniel Kuhn

Keyword(s):

Conic Programming ◽

Linear Programs ◽

Two Stage ◽

Distributionally Robust

Download Full-text

Two-stage stochastic linear programs with incomplete information on uncertainty

European Journal of Operational Research ◽

10.1016/j.ejor.2013.07.039 ◽

2014 ◽

Vol 233 (1) ◽

pp. 16-22 ◽

Author(s):

James Ang ◽

Fanwen Meng ◽

Jie Sun

Keyword(s):

Incomplete Information ◽

Linear Programs ◽

Two Stage ◽

Stochastic Linear Programs

Download Full-text

Adaptive multicut aggregation for two-stage stochastic linear programs with recourse

European Journal of Operational Research ◽

10.1016/j.ejor.2010.02.025 ◽

2010 ◽

Vol 206 (2) ◽

pp. 395-406 ◽

Author(s):

Svyatoslav Trukhanov ◽

Lewis Ntaimo ◽

Andrew Schaefer

Keyword(s):

Linear Programs ◽

Two Stage ◽

Stochastic Linear Programs

Download Full-text