{"id":"https://openalex.org/W4396813443","doi":"https://doi.org/10.1007/s10287-024-00509-y","title":"Decomposition methods for multi-horizon stochastic programming","display_name":"Decomposition methods for multi-horizon stochastic programming","publication_year":2024,"publication_date":"2024-05-10","ids":{"openalex":"https://openalex.org/W4396813443","doi":"https://doi.org/10.1007/s10287-024-00509-y"},"language":"en","primary_location":{"id":"doi:10.1007/s10287-024-00509-y","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10287-024-00509-y","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10287-024-00509-y.pdf","source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s10287-024-00509-y.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100412594","display_name":"Hongyu Zhang","orcid":"https://orcid.org/0000-0002-1956-4389"},"institutions":[{"id":"https://openalex.org/I204778367","display_name":"Norwegian University of Science and Technology","ror":"https://ror.org/05xg72x27","country_code":"NO","type":"education","lineage":["https://openalex.org/I204778367"]}],"countries":["NO"],"is_corresponding":true,"raw_author_name":"Hongyu Zhang","raw_affiliation_strings":["Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, H\u00f8gskoleringen 1, 7491, Trondheim, Norway"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, H\u00f8gskoleringen 1, 7491, Trondheim, Norway","institution_ids":["https://openalex.org/I204778367"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056017028","display_name":"Ignacio E. Grossmann","orcid":"https://orcid.org/0000-0002-7210-084X"},"institutions":[{"id":"https://openalex.org/I74973139","display_name":"Carnegie Mellon University","ror":"https://ror.org/05x2bcf33","country_code":"US","type":"education","lineage":["https://openalex.org/I74973139"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ignacio E. Grossmann","raw_affiliation_strings":["Department of Chemical Engineering, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA, 15213, USA"],"affiliations":[{"raw_affiliation_string":"Department of Chemical Engineering, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA, 15213, USA","institution_ids":["https://openalex.org/I74973139"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5068032633","display_name":"Asgeir Tomasg\u00e5rd","orcid":"https://orcid.org/0000-0002-0953-1946"},"institutions":[{"id":"https://openalex.org/I204778367","display_name":"Norwegian University of Science and Technology","ror":"https://ror.org/05xg72x27","country_code":"NO","type":"education","lineage":["https://openalex.org/I204778367"]}],"countries":["NO"],"is_corresponding":false,"raw_author_name":"Asgeir Tomasgard","raw_affiliation_strings":["Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, H\u00f8gskoleringen 1, 7491, Trondheim, Norway"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, H\u00f8gskoleringen 1, 7491, Trondheim, Norway","institution_ids":["https://openalex.org/I204778367"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5100412594"],"corresponding_institution_ids":["https://openalex.org/I204778367"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":{"value":2290,"currency":"EUR","value_usd":2890},"fwci":2.8804,"has_fulltext":true,"cited_by_count":6,"citation_normalized_percentile":{"value":0.90602755,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"21","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9696000218391418,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12709","display_name":"Optimization and Mathematical Programming","score":0.9624999761581421,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/decomposition","display_name":"Decomposition","score":0.6856884956359863},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5127490758895874},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.5123010873794556},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5062676668167114},{"id":"https://openalex.org/keywords/horizon","display_name":"Horizon","score":0.49248918890953064},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3772735595703125},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2743077278137207},{"id":"https://openalex.org/keywords/chemistry","display_name":"Chemistry","score":0.07821711897850037}],"concepts":[{"id":"https://openalex.org/C124681953","wikidata":"https://www.wikidata.org/wiki/Q339062","display_name":"Decomposition","level":2,"score":0.6856884956359863},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5127490758895874},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.5123010873794556},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5062676668167114},{"id":"https://openalex.org/C159176650","wikidata":"https://www.wikidata.org/wiki/Q43261","display_name":"Horizon","level":2,"score":0.49248918890953064},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3772735595703125},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2743077278137207},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.07821711897850037},{"id":"https://openalex.org/C178790620","wikidata":"https://www.wikidata.org/wiki/Q11351","display_name":"Organic chemistry","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10287-024-00509-y","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10287-024-00509-y","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10287-024-00509-y.pdf","source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},{"id":"pmh:oai:eprints.soton.ac.uk:496929","is_oa":true,"landing_page_url":"http://doi.org/10.1007/S10287-024-00509-Y>).","pdf_url":"https://eprints.soton.ac.uk/496929/1/s10287-024-00509-y.pdf","source":{"id":"https://openalex.org/S4306401019","display_name":"ePrints Soton (University of Southampton)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I43439940","host_organization_name":"University of Southampton","host_organization_lineage":["https://openalex.org/I43439940"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"PeerReviewed"},{"id":"pmh:oai:RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-024-00509-y","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10287-024-00509-y","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s10287-024-00509-y","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10287-024-00509-y","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10287-024-00509-y.pdf","source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1403394375","display_name":null,"funder_award_id":"296207","funder_id":"https://openalex.org/F4320323299","funder_display_name":"Norges Forskningsr\u00e5d"},{"id":"https://openalex.org/G3134547976","display_name":null,"funder_award_id":"[project","funder_id":"https://openalex.org/F4320323299","funder_display_name":"Norges Forskningsr\u00e5d"},{"id":"https://openalex.org/G3748656914","display_name":null,"funder_award_id":"Norway","funder_id":"https://openalex.org/F4320323299","funder_display_name":"Norges Forskningsr\u00e5d"}],"funders":[{"id":"https://openalex.org/F4320323299","display_name":"Norges Forskningsr\u00e5d","ror":"https://ror.org/00epmv149"}],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4396813443.pdf"},"referenced_works_count":9,"referenced_works":["https://openalex.org/W1569990960","https://openalex.org/W1918816242","https://openalex.org/W1996040720","https://openalex.org/W2044121814","https://openalex.org/W2132388847","https://openalex.org/W3105558219","https://openalex.org/W3108280926","https://openalex.org/W4200256960","https://openalex.org/W6600281463"],"related_works":["https://openalex.org/W4233159725","https://openalex.org/W2347391878","https://openalex.org/W2380059383","https://openalex.org/W4224278052","https://openalex.org/W2063679720","https://openalex.org/W2347250522","https://openalex.org/W2945539990","https://openalex.org/W3015988439","https://openalex.org/W2793533899","https://openalex.org/W2009333953"],"abstract_inverted_index":{"Abstract":[0],"Multi-horizon":[1],"stochastic":[2,18,31,107,148,162],"programming":[3,149,163],"includes":[4],"short-term":[5],"and":[6,34,44,81,101,134],"long-term":[7],"uncertainty":[8],"in":[9,63,88],"investment":[10,110],"planning":[11,111],"problems":[12],"more":[13],"efficiently":[14],"than":[15],"traditional":[16],"multi-stage":[17],"programming.":[19],"In":[20,47],"this":[21],"paper,":[22],"we":[23,49],"exploit":[24],"the":[25,60,67,84,92,119,128,153,156],"block":[26],"separable":[27],"structure":[28],"of":[29,158],"multi-horizon":[30,147,161],"linear":[32],"programming,":[33],"establish":[35],"that":[36],"it":[37],"can":[38],"be":[39],"decomposed":[40],"by":[41,70],"Benders":[42,102,132],"decomposition":[43,53,95,100,103,122,138],"Lagrangean":[45,52,94,99,120,137],"decomposition.":[46],"addition,":[48],"propose":[50],"parallel":[51,93,136],"with":[54,96,139],"primal":[55,68,86,97,140],"reduction":[56,141],"that,":[57],"(1)":[58],"solves":[59,83],"scenario":[61,76],"subproblems":[62],"parallel,":[64],"(2)":[65],"reduces":[66],"problem":[69,87],"keeping":[71],"one":[72],"copy":[73],"for":[74,145,160],"each":[75,79],"group":[77],"at":[78,127],"stage,":[80],"(3)":[82],"reduced":[85],"parallel.":[89],"We":[90],"apply":[91],"reduction,":[98],"to":[104,131],"solve":[105],"a":[106],"energy":[108],"system":[109],"problem.":[112],"The":[113],"computational":[114,154],"results":[115],"show":[116],"that:":[117],"(a)":[118],"type":[121],"algorithms":[123,159],"have":[124],"better":[125],"convergence":[126],"first":[129],"iterations":[130],"decomposition,":[133],"(b)":[135],"is":[142,164],"very":[143],"efficient":[144],"solving":[146],"problems.":[150],"Based":[151],"on":[152],"results,":[155],"choice":[157],"discussed.":[165]},"counts_by_year":[{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":1}],"updated_date":"2026-04-10T15:06:20.359241","created_date":"2025-10-10T00:00:00"}
