The empirical behavior of sampling methods for stochastic programming
The empirical behavior of sampling methods for stochastic programming
Jeff T. Linderoth,A. Shapiro,Stephen J. Wright
2006 · DOI: 10.1007/S10479-006-6169-8
Annals of Operations Research · 486 Citations
TLDR
A recently developed software tool executing on a computational grid is used to solve many large instances of these problems, allowing for high-quality solutions and to verify optimality and near-optimality of the computed solutions in various ways.
