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Browsing by Author "Higle, Julia L."
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2005-04-28BuchAdaptive and nonadaptive samples in solving stochastic linear programs Higle, Julia L.; Zhao, LeiLarge scale stochastic linear programs are typically solved using a combination of mathematical programming techniques and sample-based approximations. Some methods are designed to permit sample sizes to adapt to information ...
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2002-02-21BuchMultistage stochastic convex programs Higle, Julia L.; Sen, SuvrajeetIn this paper, we study alternative primal and dual formulations of multistage stochastic convex programs (SP). The alternative dual problems which can be traced to the alterna-tive primal representations, lead to stochastic ...
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2000-12-19BuchThe C 3 theorem and a D 2 algorithm for large scale stochastic integer programming Sen, Suvrajeet; Higle, Julia L.This paper considers the two stage stochastic integer programming problems, with an emphasis on problems in which integer variables appear in the second stage. Drawing heavily on the theory of disjunctive programming, we ...