Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems

DOI10.1007/s11750-011-0237-1zbMath1257.90062MaRDI QIDQ1939073

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

Publication date: 26 February 2013

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-011-0237-1

zbMATH Keywords

subgradient method; Lagrangian decomposition; volume algorithm; progressive hedging algorithm; two-stage stochastic integer programming; Dynamic Constrained Cutting Plane scheme

Mathematics Subject Classification ID

90C06: Large-scale problems in mathematical programming

90C11: Mixed integer programming

90C15: Stochastic programming

90-08: Computational methods for problems pertaining to operations research and mathematical programming

Uses Software

• COIN-OR

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