A study of progressive hedging for stochastic integer programming
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Cites work
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- A New Approach to the Feasibility Pump in Mixed Integer Programming
- A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
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- Applications of stochastic modeling in air traffic management: methods, challenges and opportunities for solving air traffic problems under uncertainty
- Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems
- Combining progressive hedging with a Frank-Wolfe method to compute Lagrangian dual bounds in stochastic mixed-integer programming
- Convergence of a block coordinate descent method for nondifferentiable minimization
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- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 490143 (Why is no real title available?)
- Inexact block coordinate descent methods with application to non-negative matrix factorization
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- Penalty alternating direction methods for mixed-integer optimization: a new view on feasibility pumps
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Stochastic optimization models in forest planning: a progressive hedging solution approach
- Stochastic programming for global supply chain planning under uncertainty: an outline
- Strengthened benders cuts for stochastic integer programs with continuous recourse
- The million-variable ``march for stochastic combinatorial optimization
- Variational Analysis
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