Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization (Q339591)
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scientific article; zbMATH DE number 6651741
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| English | Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization |
scientific article; zbMATH DE number 6651741 |
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Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization (English)
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11 November 2016
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two-stage stochastic integer programming
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nonanticipativity constraints
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cluster Lagrangian decomposition
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scenario cluster model
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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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0.93178767
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