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Browsing by Author "Fábián, Csaba I."
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2017-09-26BuchA randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming Fábián, Csaba I.; Szántai, TamásWe 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 ...
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2001-11-05BuchAdapting 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 ...
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2013-04-09BuchComputational 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 ...