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Showing 1 to 1 of 1 for “"Itinerary Selection"”.

  1. Parallel algorithms for two-stage stochastic optimization

    We develop scalable algorithms for two-stage stochastic program optimizations. We propose performance optimizations such as cut-window mechanism in Stage 1 and scenario clustering in Stage 2 of benders method for solving two-stage stochastic programs. A naive implementation of benders method has …

    uiuc Repository record for Parallel algorithms for two-stage stochastic optimization (opens in a new tab)