{"id":"https://openalex.org/W2991712726","doi":"https://doi.org/10.1080/10556788.2019.1697696","title":"Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems","display_name":"Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems","publication_year":2019,"publication_date":"2019-12-03","ids":{"openalex":"https://openalex.org/W2991712726","doi":"https://doi.org/10.1080/10556788.2019.1697696","mag":"2991712726"},"language":"en","primary_location":{"id":"doi:10.1080/10556788.2019.1697696","is_oa":false,"landing_page_url":"https://doi.org/10.1080/10556788.2019.1697696","pdf_url":null,"source":{"id":"https://openalex.org/S103047102","display_name":"Optimization methods & software","issn_l":"1026-7670","issn":["1026-7670","1029-4937","1055-6788"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Optimization Methods and Software","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hdl.handle.net/10115/39552","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078813076","display_name":"C. Beltran\u2010Royo","orcid":null},"institutions":[{"id":"https://openalex.org/I182083151","display_name":"Universidad Rey Juan Carlos","ror":"https://ror.org/01v5cv687","country_code":"ES","type":"education","lineage":["https://openalex.org/I182083151"]}],"countries":["ES"],"is_corresponding":true,"raw_author_name":"C. Beltran-Royo","raw_affiliation_strings":["Computer Science, Statistics and Operations Research Department, King Juan Carlos University, Madrid, Spain"],"raw_orcid":"https://orcid.org/0000-0002-4628-8340","affiliations":[{"raw_affiliation_string":"Computer Science, Statistics and Operations Research Department, King Juan Carlos University, Madrid, Spain","institution_ids":["https://openalex.org/I182083151"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5078813076"],"corresponding_institution_ids":["https://openalex.org/I182083151"],"apc_list":null,"apc_paid":null,"fwci":0.6187,"has_fulltext":false,"cited_by_count":14,"citation_normalized_percentile":{"value":0.74451168,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"37","issue":"1","first_page":"23","last_page":"44"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9997000098228455,"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":0.9997000098228455,"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/T11502","display_name":"Facility Location and Emergency Management","score":0.9912999868392944,"subfield":{"id":"https://openalex.org/subfields/1407","display_name":"Organizational Behavior and Human Resource Management"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12709","display_name":"Optimization and Mathematical Programming","score":0.9854000210762024,"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/reduction","display_name":"Reduction (mathematics)","score":0.7367229461669922},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.6624581217765808},{"id":"https://openalex.org/keywords/moment","display_name":"Moment (physics)","score":0.6503816246986389},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6433697938919067},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6053659915924072},{"id":"https://openalex.org/keywords/matching","display_name":"Matching (statistics)","score":0.5831273198127747},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.5780832767486572},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.5262669324874878},{"id":"https://openalex.org/keywords/similarity","display_name":"Similarity (geometry)","score":0.4151144027709961},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2741251587867737},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.10073113441467285},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.09635752439498901}],"concepts":[{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.7367229461669922},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.6624581217765808},{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.6503816246986389},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6433697938919067},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6053659915924072},{"id":"https://openalex.org/C165064840","wikidata":"https://www.wikidata.org/wiki/Q1321061","display_name":"Matching (statistics)","level":2,"score":0.5831273198127747},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.5780832767486572},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.5262669324874878},{"id":"https://openalex.org/C103278499","wikidata":"https://www.wikidata.org/wiki/Q254465","display_name":"Similarity (geometry)","level":3,"score":0.4151144027709961},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2741251587867737},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.10073113441467285},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.09635752439498901},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/10556788.2019.1697696","is_oa":false,"landing_page_url":"https://doi.org/10.1080/10556788.2019.1697696","pdf_url":null,"source":{"id":"https://openalex.org/S103047102","display_name":"Optimization methods & software","issn_l":"1026-7670","issn":["1026-7670","1029-4937","1055-6788"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Optimization Methods and Software","raw_type":"journal-article"},{"id":"pmh:oai:eciencia.urjc.es:10115/39552","is_oa":true,"landing_page_url":"https://hdl.handle.net/10115/39552","pdf_url":null,"source":{"id":"https://openalex.org/S4377196484","display_name":"BURJC Digital (King Juan Carlos University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I182083151","host_organization_name":"Universidad Rey Juan Carlos","host_organization_lineage":["https://openalex.org/I182083151"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:eciencia.urjc.es:10115/39552","is_oa":true,"landing_page_url":"https://hdl.handle.net/10115/39552","pdf_url":null,"source":{"id":"https://openalex.org/S4377196484","display_name":"BURJC Digital (King Juan Carlos University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I182083151","host_organization_name":"Universidad Rey Juan Carlos","host_organization_lineage":["https://openalex.org/I182083151"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":36,"referenced_works":["https://openalex.org/W622935592","https://openalex.org/W1553000336","https://openalex.org/W1569990960","https://openalex.org/W1570220941","https://openalex.org/W1712687050","https://openalex.org/W1738394416","https://openalex.org/W1788645602","https://openalex.org/W1980251548","https://openalex.org/W1981943371","https://openalex.org/W1982566213","https://openalex.org/W1983221302","https://openalex.org/W1983916623","https://openalex.org/W1994085770","https://openalex.org/W2012865252","https://openalex.org/W2031451726","https://openalex.org/W2034607885","https://openalex.org/W2043943965","https://openalex.org/W2056598082","https://openalex.org/W2061826697","https://openalex.org/W2072991174","https://openalex.org/W2075971979","https://openalex.org/W2095614010","https://openalex.org/W2100140125","https://openalex.org/W2103491696","https://openalex.org/W2103728037","https://openalex.org/W2140496876","https://openalex.org/W2154655848","https://openalex.org/W2246969754","https://openalex.org/W2510570023","https://openalex.org/W2742900359","https://openalex.org/W2750753977","https://openalex.org/W2778124780","https://openalex.org/W3124980765","https://openalex.org/W4213335198","https://openalex.org/W4214736747","https://openalex.org/W4247165901"],"related_works":["https://openalex.org/W2393870460","https://openalex.org/W2254578859","https://openalex.org/W4284894156","https://openalex.org/W2161803855","https://openalex.org/W3110774753","https://openalex.org/W2134539662","https://openalex.org/W1972035260","https://openalex.org/W2394523273","https://openalex.org/W2059096050","https://openalex.org/W2093391715"],"abstract_inverted_index":{"A":[0],"common":[1],"approach":[2,148,152],"to":[3,14,22,128],"model":[4],"stochastic":[5,79],"programming":[6],"problems":[7,20],"is":[8,103],"based":[9,40,76],"on":[10,41,77],"scenarios.":[11,28],"An":[12],"option":[13],"manage":[15],"the":[16,24,47,52,59,68,78,91,95,106,109,115,121,129,138,143,146,150,154],"difficulty":[17],"of":[18,27,49,56,62,67,132,133,137,157,161],"these":[19],"corresponds":[21],"reduce":[23],"original":[25,53,130],"set":[26,55,61,131],"In":[29,72],"this":[30],"paper":[31],"we":[32,84],"study":[33],"a":[34,125],"new":[35],"fast":[36,87],"scenario":[37,88],"reduction":[38,89],"method":[39,93,123],"Conditional":[42],"Scenarios":[43],"(CS).":[44],"We":[45],"analyse":[46],"degree":[48],"similarity":[50],"between":[51],"large":[54],"scenarios":[57,64,134,158],"and":[58,94],"small":[60],"conditional":[63],"in":[65,135,159],"terms":[66,136,160],"first":[69],"two":[70,86,116],"moments.":[71],"our":[73],"numerical":[74],"experiment,":[75],"capacitated":[80],"facility":[81],"location":[82],"problem,":[83],"compare":[85],"methods:":[90],"CS":[92,147],"Monte":[96],"Carlo":[97],"(MC)":[98],"method.":[99],"The":[100],"empirical":[101],"conclusion":[102],"twofold:":[104],"On":[105,142],"one":[107],"hand,":[108,145],"achieved":[110],"expected":[111],"costs":[112],"obtained":[113],"by":[114],"approaches":[117],"are":[118],"similar,":[119],"although":[120],"MC":[122,151],"obtains":[124],"better":[126],"approximation":[127],"moment":[139],"matching":[140],"criterion.":[141],"other":[144],"outperforms":[149],"with":[153],"same":[155],"number":[156],"solution":[162],"time.":[163]},"counts_by_year":[{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}