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

DOI10.1016/j.cor.2012.07.009zbMath1349.90655OpenAlexW2021366712MaRDI QIDQ339591

María Araceli Garín, Aitziber Unzueta, Gloria Pérez, Laureano Fernando Escudero Bueno

Publication date: 11 November 2016

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2012.07.009

zbMATH Keywords

subgradient methodvolume algorithmnonanticipativity constraintscluster Lagrangian decompositiondynamic constrained cutting plane schemeprogressive hedging algorithmscenario cluster modeltwo-stage stochastic integer programming

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15)

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Uses Software

• CPLEX
• COIN-OR
• DDSIP

Cites Work

• Unnamed Item
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