The empirical behavior of sampling methods for stochastic programming
نویسندگان
چکیده
We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed software tool executing on a computational grid to solve many large instances of these problems, allowing us to obtain high-quality solutions and to verify optimality and near-optimality of the computed solutions in various ways.
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عنوان ژورنال:
- Annals OR
دوره 142 شماره
صفحات -
تاریخ انتشار 2006