Pages that link to "Item:Q1918433"

The following pages link to On augmented Lagrangian decomposition methods for multistage stochastic programs (Q1918433):

Displaying 10 items.

• A fast dual proximal-gradient method for separable convex optimization with linear coupled constraints (Q301677) (← links)
• A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622) (← links)
• Hub-and-spoke network design and fleet deployment for string planning of liner shipping (Q727347) (← links)
• Dual decomposition in stochastic integer programming (Q1306366) (← links)
• Duality gaps in nonconvex stochastic optimization (Q1764248) (← links)
• An inexact Lagrange-Newton method for stochastic quadratic programs with recourse (Q1764396) (← links)
• An improved L-shaped method for solving process flexibility design problems (Q1793161) (← links)
• Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682) (← links)
• Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (Q2011834) (← links)
• A Lagrangian relaxation approach for stochastic network capacity expansion with budget constraints (Q2288988) (← links)