Logo of Humboldt-Universität zu BerlinLogo of Humboldt-Universität zu Berlin
edoc-Server
Open-Access-Publikationsserver der Humboldt-Universität
de|en
Header image: facade of Humboldt-Universität zu Berlin
View Item 
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2005
  • View Item
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2005
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CollectionTitleAuthorSubject
PublishLoginRegisterHelp
StatisticsView Usage Statistics
All of edoc-ServerCommunity & CollectionTitleAuthorSubjectThis CollectionTitleAuthorSubject
PublishLoginRegisterHelp
StatisticsView Usage Statistics
View Item 
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2005
  • View Item
  • edoc-Server Home
  • Elektronische Zeitschriften
  • Stochastic Programming E-print Series (SPEPS)
  • Volume 2005
  • View Item
2005-04-28Buch DOI: 10.18452/8341
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 obtained during the solution process, while others are not. In this paper, we experimentally examine the relative merits of approximations based on adaptive samples and those based on non-adaptive samples. We begin with an examination of two versions of an adaptive technique, Stochastic Decomposition (SD), and conclude with a comparison to a nonadaptive technique, the Sample Average Approximation method (SAA). Our results indicate that there is minimal di®erence in the quality of the solutions provided by SD and SAA, although SAA requires substantially more time to execute.
Files in this item
Thumbnail
12.pdf — Adobe PDF — 312.6 Kb
MD5: 32d60837c2b71e2df3f27961347a35cf
Cite
BibTeX
EndNote
RIS
InCopyright
Details
DINI-Zertifikat 2019OpenAIRE validatedORCID Consortium
Imprint Policy Contact Data Privacy Statement
A service of University Library and Computer and Media Service
© Humboldt-Universität zu Berlin
 
DOI
10.18452/8341
Permanent URL
https://doi.org/10.18452/8341
HTML
<a href="https://doi.org/10.18452/8341">https://doi.org/10.18452/8341</a>