Search Results - "Progressive hedging algorithm"

Augmented Progressive hedging algorithm for a capacitated firm subject to demand and supply uncertainties considering discount

Authors: Alireza Yavari-S. S.M.T. Fatemi Ghomi F. Jolai

Source: RAIRO - Operations Research.

An Automatic Decomposition Algorithm for Solving Stochastic Mixed-Integer Programs Based on Progressive Hedging Algorithm

Authors: Sheng-I Chen Yu-Ting Tseng

A Localized Progressive Hedging Algorithm for Solving Nonmonotone Stochastic Variational Inequalities

Authors: Xingbang Cui Liping Zhang

Source: Mathematics of Operations Research. 49:1915-1937

Subject Terms: 0211 other engineering and technologies, 02 engineering and technology, 0101 mathematics, 01 natural sciences

Risk-Averse Optimal Control Model Under Uncertainty and Its Modified Progressive Hedging Algorithm

Authors: Jie Sun Di Wu Changjun Yu

Source: Journal of Optimization Theory and Applications. 203:960-984

Energy Storage Cluster Planning Method Accelerated by Progressive Hedging Algorithm Considering Uncertainty in Renewable Energy and Load

Authors: Weihua Wang Shuai Zhao Yingming Lin et al.

Source: 2024 IEEE 2nd International Conference on Power Science and Technology (ICPST). :1170-1176

A randomized progressive hedging algorithm for stochastic variational inequality

Authors: Zhenguo Mu

Source: Journal of Industrial and Management Optimization. 20:1142-1155

A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems

Authors: Sun, Jie Xu, Honglei Zhang, Min

Source: Journal of Industrial & Management Optimization. 16:1655-1662

Subject Terms: Technology, Science & Technology, Multidisciplinary, stochastic variational inequalities, Operations Research & Management Science, alternating direction method of multipliers, 0211 other engineering and technologies, 02 engineering and technology, Progressive hedging algorithm, Engineering, multistage stochastic optimization problems, Physical Sciences, Interdisciplinary Applications, Mathematics

Access URL: https://www.aimsciences.org/article/exportPdf?id=6f8855fd-bdcd-4fec-9b89-7751a5545abd
https://www.aimsciences.org/article/doi/10.3934/jimo.2019022
https://www.aimsciences.org/article/exportPdf?id=6f8855fd-bdcd-4fec-9b89-7751a5545abd

Joint tank container demurrage policy and flow optimisation using a progressive hedging algorithm with expanded time-space network

Authors: Xinjie Xing Dongping Song Chengfeng Qiu et al.

Source: European Journal of Operational Research

Subject Terms: 0502 economics and business, 05 social sciences, 0211 other engineering and technologies, 02 engineering and technology

File Description: application/vnd.openxmlformats-officedocument.wordprocessingml.document

A Novel Euler’s Elastica-Based Segmentation Approach for Noisy Images Using the Progressive Hedging Algorithm

Authors: Lu Tan Ling Li Wanquan Liu et al.

Source: Journal of Mathematical Imaging and Vision. 62:98-119

Subject Terms: FOS: Computer and information sciences, Technology, Science & Technology, Computer Vision and Pattern Recognition (cs.CV), Stochastic noises, Computer Science - Computer Vision and Pattern Recognition, Software Engineering, Progressive hedging algorithm (PHA ), 02 engineering and technology, FRAMEWORK, 01 natural sciences, Curvature-weighted approach, Artificial Intelligence, Euler's elastic energy, ACTIVE CONTOURS, Physical Sciences, Computer Science, Applied, Alternating direction method of multipliers (ADMM), 0202 electrical engineering, electronic engineering, information engineering, 0101 mathematics, Mathematics

File Description: fulltext

Access URL: http://arxiv.org/abs/1902.07402
https://arxiv.org/abs/1902.07402
https://link.springer.com/article/10.1007/s10851-019-00920-0
https://doi.org/10.1007/s10851-019-00920-0
https://dblp.uni-trier.de/db/journals/corr/corr1902.html#abs-1902-07402

An Adaptive Sampling-based Progressive Hedging Algorithm for Stochastic Programming

Authors: Zhang, Di Zhang, Yihang Sen, Suvrajeet

Subject Terms: Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Optimization and Control

Access URL: http://arxiv.org/abs/2407.20944

Strong Convergence of Relaxed Inertial Inexact Progressive Hedging Algorithm for Multi-stage Stochastic Variational Inequality Problems

Authors: Chen, Jiaxin Huang, Zunjie Zhang, Haisen

Subject Terms: Optimization and Control (math.OC), 65K10, 65K15, 90C15, 90C25, FOS: Mathematics, Mathematics - Optimization and Control

Access URL: http://arxiv.org/abs/2412.05928

Convergence Analysis of a Stochastic Progressive Hedging Algorithm for Stochastic Programming

Authors: Zhenguo Mu Junfeng Yang

Source: Statistics, Optimization & Information Computing. 8:656-667

Subject Terms: 0211 other engineering and technologies, 02 engineering and technology

Access URL: http://www.iapress.org/index.php/soic/article/download/964/682

Probabilistic Forecasting Stochastic Optimization & The Progressive Hedging Algorithm.

Contributors: Singh, Bismark

Source: Conference: Proposed for presentation at the Conference on Data Analysis held March 2-4, 2016 in Santa Fe, NM.

File Description: Medium: ED; Size: 1 p.

Access URL: http://www.osti.gov/scitech/servlets/purl/1346110

A Frank–Wolfe Progressive Hedging Algorithm for Improved Lower Bounds in Stochastic SCUC

Authors: Ananth M. Palani Hongyu Wu Medhat M. Morcos

Source: IEEE Access. 7:99398-99406

Subject Terms: 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, 7. Clean energy

Access URL: https://ieeexplore.ieee.org/ielx7/6287639/8600701/08756222.pdf
https://dblp.uni-trier.de/db/journals/access/access7.html#PalaniWM19
https://ieeexplore.ieee.org/document/8756222

A note on progressive hedging algorithm for multistage stochastic variational inequalities

Authors: Xihong Yan Chuanlong Wang Junfeng Yang

Source: Applied Mathematics Letters. 152:109008

A Study on Optimal Operations of an Energy Storage System by Using the Multi-Stage Stochastic Optimization and Progressive Hedging Algorithm

Authors: Son Seungwoo Gi Soo Kim Jung Kyemyung et al.

Source: The transactions of The Korean Institute of Electrical Engineers. 68:1542-1550

Subject Terms: 0103 physical sciences, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, 01 natural sciences

Access URL: https://www.kci.go.kr/kciportal/ci/sereArticleSearch/ciSereArtiView.kci?sereArticleSearchBean.artiId=ART002529825

Augmented progressive hedging algorithm for a capacitated firm subject to demand and supply uncertainties considering discount.

Authors: Yavari Shahreza, Alireza Fatemi Ghomi, Seyyed Mohammad Taghi Jolai, Fariborz

Source: RAIRO: Operations Research (2804-7303); 2025, Vol. 59 Issue 5, p3325-3346, 22p

Subject Terms: PRODUCTION planning, STRATEGIC sourcing, DECISION theory, UNCERTAINTY (Information theory), HEDGING (Finance), DISCOUNT prices

Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs

Contributors: Woodruff, David [Univ. of California, Davis, CA (United States)]

Source: Mathematical Programming; 157; 1

File Description: Medium: ED; Size: p. 47-67

Access URL: http://www.osti.gov/scitech/servlets/purl/1310314

Stochastic Integer Waste Management Problem Solved by a Modified Progressive Hedging Algorithm

Authors: Jakub Kudela Pavel Popela Radovan Somplak et al.

Source: Mendel, Vol 24, Iss 2 (2018)

Subject Terms: stochastic programming, Electronic computers. Computer science, 11. Sustainability, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, facility location problem, waste management decision making, QA75.5-76.95, 02 engineering and technology, progressive hedging algorithm, 12. Responsible consumption

File Description: text; 17–22; application/pdf

Access URL: https://mendel-journal.org/index.php/mendel/article/download/2/2
https://doaj.org/article/e69575c07f36439b84194690857e8439
https://mendel-journal.org/index.php/mendel/article/view/2
https://mendel-journal.org/index.php/mendel/article/download/2/2
http://hdl.handle.net/11012/179243

Large Margin Classification with the Progressive Hedging Algorithm

Authors: Defourny, Boris Wehenkel, Louis Systems and Modeling Research Unit

Contributors: Defourny, Boris Wehenkel, Louis Systems and Modeling Research Unit

Source: Second NIPS Workshop on Optimization for Machine Learning, Whistler, Canada [CA], December 12, 2009

Subject Terms: SVM, parallel algorithms, stochastic programming, Engineering, computing & technology, Computer science, Ingénierie, informatique & technologie, Sciences informatiques

Access URL: https://orbi.uliege.be/handle/2268/80247