Cluster Lagrangean decomposition in multistage stochastic optimization (Q342253): Difference between revisions
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scientific article
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English | Cluster Lagrangean decomposition in multistage stochastic optimization |
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Cluster Lagrangean decomposition in multistage stochastic optimization (English)
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17 November 2016
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multistage stochastic integer optimization
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cluster Lagrangean problem
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subgradient method
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volume algorithm
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lagrangean progressive hedging algorithm
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dynamic constrained cutting plane scheme
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