Stochastic Decomposition and Extensions
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This chapter presents some extensions associated with stochastic decomposition (SD). Specifically, we study two issues: (a) are there conditions under which the regularized version of SD generates a unique solution? and (b) in cases where a user is willing to sacrifice optimality, is there a way to modify the SD algorithm so that a user can tradeoff solution times with solution quality? This chapter presents our preliminary approach to address these questions.