Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization (Q339591): Difference between revisions
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| Property / Mathematics Subject Classification ID: 90C11 / rank | |||
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| Property / zbMATH DE Number: 6651741 / rank | |||
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two-stage stochastic integer programming | |||
| Property / zbMATH Keywords: two-stage stochastic integer programming / rank | |||
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nonanticipativity constraints | |||
| Property / zbMATH Keywords: nonanticipativity constraints / rank | |||
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cluster Lagrangian decomposition | |||
| Property / zbMATH Keywords: cluster Lagrangian decomposition / rank | |||
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scenario cluster model | |||
| Property / zbMATH Keywords: scenario cluster model / rank | |||
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subgradient method | |||
| Property / zbMATH Keywords: subgradient method / rank | |||
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volume algorithm | |||
| Property / zbMATH Keywords: volume algorithm / rank | |||
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progressive hedging algorithm | |||
| Property / zbMATH Keywords: progressive hedging algorithm / rank | |||
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dynamic constrained cutting plane scheme | |||
| Property / zbMATH Keywords: dynamic constrained cutting plane scheme / rank | |||
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Revision as of 06:53, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization |
scientific article |
Statements
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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