Pages that link to "Item:Q2450615"

The following pages link to On parallelizing dual decomposition in stochastic integer programming (Q2450615):

Displaying 26 items.

• Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs (Q291039) (← links)
• Regularized optimization methods for convex MINLP problems (Q518454) (← links)
• Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs (Q1621689) (← links)
• Integration of progressive hedging and dual decomposition in stochastic integer programs (Q1785365) (← links)
• A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs (Q1989733) (← links)
• Implementing the branch-and-cut approach for a general purpose Benders' decomposition framework (Q2029367) (← links)
• Scalable branching on dual decomposition of stochastic mixed-integer programming problems (Q2125568) (← links)
• Parallel computational optimization in operations research: a new integrative framework, literature review and research directions (Q2189911) (← links)
• A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models (Q2239936) (← links)
• Asynchronous Lagrangian scenario decomposition (Q2246185) (← links)
• A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems (Q2414914) (← links)
• Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs (Q2419558) (← links)
• A scenario decomposition algorithm for 0-1 stochastic programs (Q2450729) (← links)
• An Embarrassingly Parallel Method for Large-Scale Stochastic Programs (Q3296384) (← links)
• An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming (Q4620422) (← links)
• Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming (Q4641662) (← links)
• Extreme Ray Feasibility Cuts for Unit Commitment with Uncertainty (Q5085475) (← links)
• On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs (Q5106425) (← links)
• Algorithm for the <i>N</i>-2 Security-Constrained Unit Commitment Problem with Transmission Switching (Q5131693) (← links)
• Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs (Q5131712) (← links)
• Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (Q5139855) (← links)
• A Scalable Bounding Method for Multistage Stochastic Programs (Q5348474) (← links)
• Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems (Q6066721) (← links)
• Supporting platelet inventory management decisions: what is the effect of extending platelets' shelf life? (Q6113363) (← links)
• Consensus-based Dantzig-Wolfe decomposition (Q6167387) (← links)
• A sample robust optimal bidding model for a virtual power plant (Q6565453) (← links)