Enhancements of two-stage stochastic decomposition

This paper presents some enhancements associated with stochastic decomposition (SD). Specifically, we study two issues: (a) Are there any conditions under which the regularized version of SD generates a unique solution? (b) Is there a way to modify the SD algorithm so that a user can trade-off solution times with solution quality? The second issue addresses the scalability of SD for very large scale problems for which computational resources …