Solving stochastic programs with complete integer recourse: a framework using Gröbner bases
Abstract: "In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Gröbner basis methods from computational algebra to solve the numerous second-stage integer programs. Using structural properti...
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin-Wilmersdorf
1995
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| Series: | Konrad-Zuse-Zentrum für Informationstechnik <Berlin>: Preprint SC
1995,23 |
| Subjects: | |
| Summary: | Abstract: "In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Gröbner basis methods from computational algebra to solve the numerous second-stage integer programs. Using structural properties of the integer expected recourse function, we prove that under mild conditions an optimal solution is contained in a finite set. Furthermore, we present a basic scheme to enumerate this set and suggest possible improvements to economize on the number of function evaluations needed." |
| Physical Description: | 21 S. graph. Darst. |
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| 650 | 4 | |a Gröbner bases | |
| 650 | 4 | |a Stochastic programming | |
| 700 | 1 | |a Stougie, Leen |e Verfasser |4 aut | |
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| 830 | 0 | |a Konrad-Zuse-Zentrum für Informationstechnik <Berlin>: Preprint SC |v 1995,23 |w (DE-604)BV004801715 |9 1995,23 | |
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Record in the Search Index
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| author | Schultz, Rüdiger Stougie, Leen Vlerk, Maarten H. van der |
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| discipline | Informatik |
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| id | DE-604.BV010624481 |
| illustrated | Illustrated |
| indexdate | 2025-01-10T17:07:56Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007086441 |
| oclc_num | 34277476 |
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| owner | DE-12 DE-703 |
| owner_facet | DE-12 DE-703 |
| physical | 21 S. graph. Darst. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| record_format | marc |
| series | Konrad-Zuse-Zentrum für Informationstechnik <Berlin>: Preprint SC |
| series2 | Konrad-Zuse-Zentrum für Informationstechnik <Berlin>: Preprint SC |
| spelling | Schultz, Rüdiger Verfasser aut Solving stochastic programs with complete integer recourse a framework using Gröbner bases Rüdiger Schultz ; Leen Stougie ; Maarten H. van der Vlerk Berlin-Wilmersdorf 1995 21 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Konrad-Zuse-Zentrum für Informationstechnik <Berlin>: Preprint SC 1995,23 Abstract: "In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Gröbner basis methods from computational algebra to solve the numerous second-stage integer programs. Using structural properties of the integer expected recourse function, we prove that under mild conditions an optimal solution is contained in a finite set. Furthermore, we present a basic scheme to enumerate this set and suggest possible improvements to economize on the number of function evaluations needed." Gröbner bases Stochastic programming Stougie, Leen Verfasser aut Vlerk, Maarten H. van der Verfasser aut Konrad-Zuse-Zentrum für Informationstechnik <Berlin>: Preprint SC 1995,23 (DE-604)BV004801715 1995,23 |
| spellingShingle | Schultz, Rüdiger Stougie, Leen Vlerk, Maarten H. van der Solving stochastic programs with complete integer recourse a framework using Gröbner bases Konrad-Zuse-Zentrum für Informationstechnik <Berlin>: Preprint SC Gröbner bases Stochastic programming |
| title | Solving stochastic programs with complete integer recourse a framework using Gröbner bases |
| title_auth | Solving stochastic programs with complete integer recourse a framework using Gröbner bases |
| title_exact_search | Solving stochastic programs with complete integer recourse a framework using Gröbner bases |
| title_full | Solving stochastic programs with complete integer recourse a framework using Gröbner bases Rüdiger Schultz ; Leen Stougie ; Maarten H. van der Vlerk |
| title_fullStr | Solving stochastic programs with complete integer recourse a framework using Gröbner bases Rüdiger Schultz ; Leen Stougie ; Maarten H. van der Vlerk |
| title_full_unstemmed | Solving stochastic programs with complete integer recourse a framework using Gröbner bases Rüdiger Schultz ; Leen Stougie ; Maarten H. van der Vlerk |
| title_short | Solving stochastic programs with complete integer recourse |
| title_sort | solving stochastic programs with complete integer recourse a framework using grobner bases |
| title_sub | a framework using Gröbner bases |
| topic | Gröbner bases Stochastic programming |
| topic_facet | Gröbner bases Stochastic programming |
| volume_link | (DE-604)BV004801715 |
| work_keys_str_mv | AT schultzrudiger solvingstochasticprogramswithcompleteintegerrecourseaframeworkusinggrobnerbases AT stougieleen solvingstochasticprogramswithcompleteintegerrecourseaframeworkusinggrobnerbases AT vlerkmaartenhvander solvingstochasticprogramswithcompleteintegerrecourseaframeworkusinggrobnerbases |