Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
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Publication:1939073
DOI10.1007/s11750-011-0237-1zbMath1257.90062MaRDI QIDQ1939073
María Araceli Garín, Gloria Pérez, Aitziber Unzueta, Laureano Fernando Escudero Bueno
Publication date: 26 February 2013
Published in: Top (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11750-011-0237-1
subgradient method; Lagrangian decomposition; volume algorithm; progressive hedging algorithm; two-stage stochastic integer programming; Dynamic Constrained Cutting Plane scheme
90C06: Large-scale problems in mathematical programming
90C11: Mixed integer programming
90C15: Stochastic programming
90-08: Computational methods for problems pertaining to operations research and mathematical programming
Uses Software