On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
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DOI: 10.1007/s10589-019-00104-x
Abstract: We consider well-known decomposition techniques for multistage stochastic programming and a new scheme based on normal solutions for stabilizing iterates during the solution process. The given algorithms combine ideas from finite perturbation of convex programs… read more here.
Keywords: decomposition methods; decomposition; multistage stochastic; stochastic programming ... See more keywords
On a method for calculating generalized normal solutions of underdetermined linear systems
Sign Up to like & getrecommendations! Published in 2020 at "Computer Optics"
DOI: 10.18287/2412-6179-co-607
Abstract: The article presents a novel algorithm for calculating generalized normal solutions of underdetermined systems of linear algebraic equations based on special extended systems. The advantage of this method is the ability to solve very poorly… read more here.
Keywords: underdetermined linear; solutions underdetermined; calculating generalized; generalized normal ... See more keywords