Cluster Lagrangean decomposition in multistage stochastic optimization (Q342253): Difference between revisions

From MaRDI portal

Jump to:navigation, search

Latest revision as of 00:10, 9 December 2024

scientific article

Language	Label	Description	Also known as
English	Cluster Lagrangean decomposition in multistage stochastic optimization	scientific article

Statements

scholarly article

0 references

Cluster Lagrangean decomposition in multistage stochastic optimization (English)

0 references

María Araceli Garín

0 references

Aitziber Unzueta

0 references

Laureano Fernando Escudero Bueno

0 references

Computers \& Operations Research

0 references

publication date

17 November 2016

0 references

zbMATH Keywords

multistage stochastic integer optimization

0 references

cluster Lagrangean problem

0 references

subgradient method

0 references

volume algorithm

0 references

lagrangean progressive hedging algorithm

0 references

dynamic constrained cutting plane scheme

0 references

describes a project that uses

0 references

0 references

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.cor.2015.09.005

0 references

A multi-stage stochastic integer programming approach for capacity expansion under uncertainty

0 references

An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization

0 references

The volume algorithm: Producing primal solutions with a subgradient method

0 references

Introduction to Stochastic Programming

0 references

Dual decomposition in stochastic integer programming

0 references

BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems

0 references

A general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problems

0 references

On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming

0 references

An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees

0 references

Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems

0 references

Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization

0 references

Towards strong duality in integer programming

0 references

Solving two-stage stochastic programming problems with level decomposition

0 references

Bundle methods for sum-functions with ``easy'' components: applications to multicommodity network design

0 references

Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse

0 references

A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse

0 references

0 references

Lagrangean relaxation. (With comments and rejoinder).

0 references

Lagrangean decomposition: A model yielding stronger lagrangean bounds

0 references

The traveling-salesman problem and minimum spanning trees: Part II

0 references

Validation of subgradient optimization

0 references

0 references

Proximity control in bundle methods for convex nondifferentiable minimization

0 references

A decomposition-based stochastic programming approach for the project scheduling problem under time/cost trade-off settings and uncertain durations

0 references

A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems

0 references

A heuristic procedure for stochastic integer programs with complete recourse

0 references

0 references

Inexact Bundle Methods for Two-Stage Stochastic Programming

0 references

Multistage Stochastic Optimization

0 references

Scenarios and Policy Aggregation in Optimization Under Uncertainty

0 references

A hierarchy of bounds for stochastic mixed-integer programs

0 references

Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems

0 references

Programming Under Uncertainty: The Equivalent Convex Program

0 references

Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

0 references

10.1016/J.COR.2015.09.005

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:342253

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q342253&oldid=38070711"