Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming (Q4641662)
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scientific article; zbMATH DE number 6870137
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming |
scientific article; zbMATH DE number 6870137 |
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Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming (English)
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18 May 2018
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mixed integer stochastic programming
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Lagrangian duality
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progressive hedging
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Frank-Wolfe method
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