Browsing by Author "Fábián, Csaba I."

Now showing items 1-3 of 3

2017-09-26Buch

A randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming

Fábián, Csaba I.; Szántai, Tamás

We propose a randomized gradient method for the handling of a convex function whose gradient computation is demanding. The method bears a resemblance to the stochastic approximation family. But in contrast to stochastic ...
2001-11-05Buch

Adapting an approximate level method to the two-stage stochastic programming problem

Fábián, Csaba I.

We present a decomposition method for the solution of stwo-stage stochastic programming problems. This is an approximate method that can handle problems with large number scenarios. At the beginning, only rough approximation ...
2013-04-09Buch

Computational aspects of risk-averse optimizationin two-stage stochastic models

Fábián, Csaba I.

Computational studies on two-stage stochastic programming problems indicate that aggregate models have better scale-up properties than disaggregate ones, though the threshold of breaking even may be high. In this paper we ...