Cluster Lagrangean decomposition in multistage stochastic optimization
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Cites work
- scientific article; zbMATH DE number 1187214 (Why is no real title available?)
- scientific article; zbMATH DE number 3614502 (Why is no real title available?)
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- Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
- Multistage stochastic optimization
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- Programming Under Uncertainty: The Equivalent Convex Program
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
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- Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
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- Solving two-stage stochastic programming problems with level decomposition
- Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
- Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
- The traveling-salesman problem and minimum spanning trees: Part II
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Cited in
(24)- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- Dynamic reverse supply chain network design under uncertainty: mathematical modeling and solution algorithm
- A multi-stage stochastic integer programming approach for locating electric vehicle charging stations
- A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
- Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
- On efficient matheuristic algorithms for multi-period stochastic facility location-assignment problems
- Scenario-dominance to multi-stage stochastic lot-sizing and knapsack problems
- On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management
- Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
- Applications of stochastic modeling in air traffic management: methods, challenges and opportunities for solving air traffic problems under uncertainty
- Stochastic dual dynamic integer programming
- Comparing stage-scenario with nodal formulation for multistage stochastic problems
- A hybrid scenario cluster decomposition algorithm for supply chain tactical planning under uncertainty
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
- Lagrange dual bound computation for stochastic service network design
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- Decomposing Loosely Coupled Mixed-Integer Programs for Optimal Microgrid Design
- Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
- A so-called cluster Benders decomposition approach for solving two-stage stochastic linear problems
- A Lagrangian decomposition scheme for choice-based optimization
- A decomposition algorithm for multi-item production planning with independent random demand
- Lagrangian bounds for large‐scale multicommodity network design: a comparison between Volume and Bundle methods
- Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design
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