Integration of progressive hedging and dual decomposition in stochastic integer programs
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Cites work
- scientific article; zbMATH DE number 193411 (Why is no real title available?)
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
- Algorithms for stochastic mixed-integer programming models
- Dual decomposition in stochastic integer programming
- Dynamic testing of wholesale power market designs: an open-source agent-based framework
- Introduction to stochastic programming.
- On parallelizing dual decomposition in stochastic integer programming
- Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
- Proximity control in bundle methods for convex nondifferentiable minimization
- PySP: modeling and solving stochastic programs in Python
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Solving stochastic transportation network protection problems using the progressive hedging-based method
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
Cited in
(21)- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
- Lagrange dual bound computation for stochastic service network design
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- Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs
- Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design
- On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs
- State-Variable Modeling for a Class of Two-Stage Stochastic Optimization Problems
- Unified branch-and-Benders-cut for two-stage stochastic mixed-integer programs
- A matheuristic algorithm for stochastic home health care planning
- Scheduled service network design with quality targets and stochastic travel times
- BBPH: using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs
- Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- Combining progressive hedging with a Frank-Wolfe method to compute Lagrangian dual bounds in stochastic mixed-integer programming
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
- A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs
- Resilient route design for collection of material from suppliers with split deliveries and stochastic demands
- Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
- On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
- Dual decomposition in stochastic integer programming
- A study of progressive hedging for stochastic integer programming
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