Home Newsletter
News Books
Welcome to FreeScience.info Language/Lingua

Books 3054
· Book News
· Most clicked
· Least clicked

Search for a Book
HELP US TO HELP YOU
Add a new Book

Benders, Nested Benders and Stochastic Programming: An Intuitive Introduction

book
Language:
Author: James Murphy
Url: http://arxiv.org/abs/1312.3158
Format: Ps, Pdf
Year: 2013
Category: Optimization
Pages: 57
Clicks: 671

Description
This article aims to explain the Nested Benders algorithm for the solution of large-scale stochastic programming problems in a way that is intelligible to someone coming to it for the first time. In doing so it gives an explanation of Benders decomposition and of its application to two-stage stochastic programming problems (also known in this context as the L-shaped method), then extends this to multi-stage problems as the Nested Benders algorithm. The article is aimed at readers with some knowledge of linear and possibly stochastic programming but aims to develop most concepts from simple principles in an understandable way. The focus is on intuitive understanding rather than rigorous proofs.

Similar Books
Introduction to Tractability and Approximability of Optimization
Practical Optimization: A Gentle Introduction
Lecture Notes on Optimization
Optimization
Global Optimization Algorithms: Theory and Application
Lectures on Optimization Theory and Algorithms
Iterative Methods in Combinatorial Optimization
A Practical Guide to Robust Optimization

Home |  Authors | About | Contact Us |  Email 
 Copyright © 2002-2013 FreeScience.info. 

Best viewed with Mozilla 1.X 1024x768
free scientific books