Stochastic Decomposition and Extensions

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 …