A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty

Benders decomposition with adaptive oracles was proposed to solve large-scale optimisation problems with a column-bounded block-diagonal structure, where subproblems differ only in the right-hand side and cost coefficients. Adaptive Benders reduces computational effort significantly by iteratively b...

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Vydáno v:	Computers & operations research Ročník 167; s. 106665
Hlavní autoři:	Zhang, Hongyu, Mazzi, Nicolò, McKinnon, Ken, Nava, Rodrigo Garcia, Tomasgard, Asgeir
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier Ltd 01.07.2024
Témata:	Large scale optimisation Level method Multi-horizon stochastic programming Multi-stage stochastic programming Stabilised Benders decomposition with adaptive oracles Multi-stage stochastic programming Level method Large scale optimisation Multi-horizon stochastic programming Stabilised Benders decomposition with adaptive oracles
ISSN:	0305-0548, 1873-765X
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