Cluster Lagrangean decomposition in multistage stochastic optimization (Q342253)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cluster Lagrangean decomposition in multistage stochastic optimization |
scientific article |
Statements
Cluster Lagrangean decomposition in multistage stochastic optimization (English)
0 references
17 November 2016
0 references
multistage stochastic integer optimization
0 references
cluster Lagrangean problem
0 references
subgradient method
0 references
volume algorithm
0 references
lagrangean progressive hedging algorithm
0 references
dynamic constrained cutting plane scheme
0 references
