Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6895713 | European Journal of Operational Research | 2016 | 37 Pages |
Abstract
The second part of the paper highlights Newton's method to solve the reduced stochastic recourse problems. The techniques presented exploit the particular structure of the recourse function of the stochastic optimization problem. The tools are finally demonstrated on a benchmark problem, which is taken from electrical power flows.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Alois Pichler, Asgeir Tomasgard,