Cluster Lagrangean decomposition in multistage stochastic optimization (Q342253): Difference between revisions
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Property / Mathematics Subject Classification ID: 90C15 / rank | |||
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Property / Mathematics Subject Classification ID: 90C11 / rank | |||
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Property / zbMATH DE Number: 6654120 / rank | |||
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multistage stochastic integer optimization | |||
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cluster Lagrangean problem | |||
Property / zbMATH Keywords: cluster Lagrangean problem / 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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lagrangean progressive hedging algorithm | |||
Property / zbMATH Keywords: lagrangean progressive hedging algorithm / rank | |||
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dynamic constrained cutting plane scheme | |||
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Revision as of 06:27, 28 June 2023
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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