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https://dx.doi.org/10.4230/dag...
Article . 2005
License: CC BY
Data sources: Datacite
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Subtree decomposition for multistage stochastic programs

Authors: Dye, Shane;

Subtree decomposition for multistage stochastic programs

Abstract

A class of algorithms for solving multistage stochastic recourse problems is described. The scenario tree is decomposed using a covering collection of subtrees. The approach is illustrated with two examples: adapting the diagonal quadratic approximation algorithm and adapting nested Bender's decomposition. The approach leads to a class of methods based on the subtree cover chosen (including the original implementation of the algorithm adapted). This approach increases flexibility in the size, number and structure of subproblems for multistage stochastic programming decomposition methods.

Country
Germany
Keywords

ddc:510, decomposition, progressive hedging, Stochastic programming, 510 Mathematik, scenario tree, 510, 004

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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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