Thursday, 13:15 - 13:40 h, Room: MA 141


Dimitri Drapkin
Decomposition methods for optimization problems with stochastic order constraints induced by linear recourse

Coauthor: RĂ¼diger Schultz


We develop linear programming equivalents for two-stage stochastic optimization models with linear recourse and dominance constraints of first and second order. In the favourable case, where only continuous variables are present in the second stage, cutting-plane decomposition
algorithms are proposed and discussed along with the computational


Talk 1 of the invited session Thu.2.MA 141
"Two-stage stochastic programming and beyond" [...]
Cluster 22
"Stochastic optimization" [...]


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