Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization (Q339591): Difference between revisions

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Latest revision as of 23:04, 12 July 2024

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Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
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    Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization (English)
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    11 November 2016
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    two-stage stochastic integer programming
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    nonanticipativity constraints
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    cluster Lagrangian decomposition
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    scenario cluster model
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    subgradient method
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    volume algorithm
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    progressive hedging algorithm
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    dynamic constrained cutting plane scheme
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