Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems (Q1939073)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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