Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems (Q1939073)

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scientific article; zbMATH DE number 6139258
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    Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
    scientific article; zbMATH DE number 6139258

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      Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems (English)
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      26 February 2013
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      two-stage stochastic integer programming
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      Lagrangian decomposition
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      subgradient method
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      volume algorithm
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      progressive hedging algorithm
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      Dynamic Constrained Cutting Plane scheme
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