Applying the progressive hedging algorithm to stochastic generalized networks

Parallel and Distributed Computation: Numerical Methods

1989 • 5,603 citations

Constrained Optimization and Lagrange Multiplier Methods

1982 • 4,119 citations

Practical Optimization

2019 • 1,605 citations

Scenarios and Policy Aggregation in Optimization Under Uncertainty

1991 • 1,280 citations

L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

1969 • 1,224 citations

Mathematical Programming The State of the Art

1983 • 723 citations

Numerical Techniques for Stochastic Optimization

1988 • 631 citations

Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs

1985 • 584 citations

A Bank Asset and Liability Management Model

1986 • 321 citations

Computational experience with a primal-dual interior point method for linear programming

1991 • 317 citations

Stochastic Network Programming for Financial Planning Problems

1992 • 272 citations

Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse

1986 • 252 citations

Stochastic Programming: Solution Techniques and Approximation Schemes

1983 • 204 citations

Cluster Analysis: An Application of Lagrangian Relaxation

1979 • 193 citations

Parallel processors for planning under uncertainty

1990 • 169 citations

Stochastic network optimization models for investment planning

1989 • 128 citations

Formulating Two-Stage Stochastic Programs for Interior Point Methods

1991 • 123 citations

Solving stochastic programs with simple recourse

1983 • 112 citations

The Aggregation Principle in Scenario Analysis and Stochastic Optimization

1989 • 83 citations

OR Practice—Large-Scale Nonlinear Network Models and Their Application

1989 • 79 citations

Optimal harvest of a forest in the presence of uncertainty

1989 • 70 citations

Solving multistage stochastic networks: An application of scenario aggregation

1991 • 68 citations

Solving stochastic programs with network recourse

1986 • 64 citations

Relaxation methods for problems with strictly convex separable costs and linear constraints

1987 • 62 citations

Nonlinear programming on generalized networks

1987 • 55 citations

Nonlinear network optimization on a massively parallel connection machine

1988 • 47 citations

Large Scale Linear Programming Techniques in Stochastic Programming

1984 • 43 citations

Theory, Software and Testing Examples for Decision Support Systems

1987 • 28 citations

Stochastic Dynamic Optimization Approaches and Computation

1988 • 23 citations

Refining bounds for stochastic linear programs with linearly transformed independent random variables

1986 • 16 citations

Regularized Decomposition and Augmented Lagrangian Decomposition for Angular Linear Programming Problems

1989 • 13 citations

Stochastic networks: solution methods and applications in financial planning

1991 • 12 citations

Documentation for the ADO/SDS Collection of Stochastic Programming Codes

1985 • 6 citations