Adaptive Multicut Aggregation Method for Solving Two-stage Stochastic Convex Programming with Recourse

Jingsheng Liu, Changyin Zhou, Xiuping Zhang


In this paper we extend directly adaptive multicut aggregation method of Svyatoslav Trukhanov, Lewis Ntaimo and Andrew Schaefer to solving two-stage problems of stochastic convex programming. The implement of the algorithm is simple, so less computation work is needed. The algorithm has certain convergence.

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Modern Applied Science   ISSN 1913-1844 (Print)   ISSN 1913-1852 (Online)  Email:

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