Browsing Biltoki 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 ORCID; Pérez Sainz de Rozas, Gloria ORCID (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 ...
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      Risk management for mathematical optimization under uncertainty 

      Aranburu Laka, Larraitz; Escudero Bueno, Laureano F.; Garín Martín, María Araceli ORCID; Merino Maestre, María ORCID; Pérez Sainz de Rozas, Gloria ORCID (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 ...