Browsing by Author "Higle, Julia L."

Now showing items 1-3 of 3

2005-04-28Buch

Adaptive and nonadaptive samples in solving stochastic linear programs

A computational investigation

Higle, Julia L.; Zhao, Lei

Large 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 ...
2002-02-21Buch

Multistage stochastic convex programs

Duality and its implications

Higle, Julia L.; Sen, Suvrajeet

In 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 ...
2000-12-19Buch

The C 3 theorem and a D 2 algorithm for large scale stochastic integer programming

Set convexification

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 ...