Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization (Q339591)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization |
scientific article |
Statements
Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization (English)
0 references
11 November 2016
0 references
two-stage stochastic integer programming
0 references
nonanticipativity constraints
0 references
cluster Lagrangian decomposition
0 references
scenario cluster model
0 references
subgradient method
0 references
volume algorithm
0 references
progressive hedging algorithm
0 references
dynamic constrained cutting plane scheme
0 references
