Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems (Q1939073): Difference between revisions

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Latest revision as of 05:06, 6 July 2024

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Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
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    Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems (English)
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    26 February 2013
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    two-stage stochastic integer programming
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    Lagrangian decomposition
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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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