Browsing Documentos de Trabajo e Informes Técnicos by Author "Aranburu Laka, Larraitz"
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On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition
Aranburu Laka, Larraitz; Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Pérez Sainz de Rozas, Gloria
(2010-11)
The optimization of stochastic linear problems, via scenario analysis, based on Benders decomposition requires to appending feasibility and/or optimality cuts to the master problem until the iterative procedure reaches the ... -
Risk management for mathematical optimization under uncertainty
Aranburu Laka, Larraitz; Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Merino Maestre, María
; Pérez Sainz de Rozas, Gloria
(2016)
We present a general multistage stochastic mixed 0-1 problem where the uncertainty appears everywhere in the objective function, constraints matrix and right-hand-side. The uncertainty is represented by a scenario tree ...