期刊
ANNALS OF OPERATIONS RESEARCH
卷 142, 期 1, 页码 215-241出版社
SPRINGER
DOI: 10.1007/s10479-006-6169-8
关键词
stochastic linear programming; recourse; sample average approximations; computational grid; Monte Carlo sampling; optimality gap; statistical KKT test
We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed software tool executing on a computational grid to solve many large instances of these problems, allowing us to obtain high-quality solutions and to verify optimality and near-optimality of the computed solutions in various ways.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据