A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging

DOI10.1155/2020/8965679zbMath1479.90109OpenAlexW3111837741MaRDI QIDQ2064744

Weikko S. Jaross, Sándor F. Tóth, Martin B. Bagaram, Andrés P. Weintraub

Publication date: 6 January 2022

Published in: Advances in Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/8965679

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Stochastic scheduling theory in operations research (90B36)

Uses Software

• CPLEX

Cites Work

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