Dual decomposition in stochastic integer programming

DOI10.1016/S0167-6377(98)00050-9MaRDI QIDQ1306366zbMATH OpenFDO

Authors Claus C. Carøe, Rüdiger Schultz

Publication date 1999

Published in Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

Lagrangian relaxationBranch and boundStochastic programmingMixed-integer programming

Mathematics Subject Classification ID

Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15) Mixed integer programming (90C11)

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Cited in

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• Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
• Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
• Algorithms for stochastic mixed-integer programming models
• Measuring and maximizing resilience of freight transportation networks
• Two-stage stochastic programming supply chain model for biodiesel production via wastewater treatment
• Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition
• The Benders dual decomposition method
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Uses Software

• NOA
• CPLEX

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