Duality gaps in nonconvex stochastic optimization

DOI10.1007/s10107-003-0496-1zbMath1073.90025OpenAlexW2007502743MaRDI QIDQ1764248

Werner Römisch, Dentcheva, Darinka

Publication date: 24 February 2005

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-003-0496-1

zbMATH Keywords

stochastic programminginteger programmingLagrangian relaxationdecompositionduality gapnonconvex optimization

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)

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