A Lagrangian decomposition scheme for choice-based optimization

DOI10.1016/J.COR.2022.105985MaRDI QIDQ2676388zbMATH OpenOpenAlexFDO

Authors Meritxell Pacheco Paneque, Bernard Gendron, Sh. Sharif Azadeh, Michel Bierlaire

Publication date 27 September 2022

Published in Computers \& Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.cor.2022.105985

zbMATH Keywords

choice-based optimizationcombinatorial optimizationLagrangian decompositionrandom utility modelsscenario decompositionscenario grouping

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cites work

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• A comparison of linear reformulations for multinomial logit choice probabilities in facility location models
• A multicut outer-approximation approach for competitive facility location under random utilities
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• Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
• An airline scheduling model and solution algorithms under stochastic demands
• Cluster Lagrangean decomposition in multistage stochastic optimization
• Dual decomposition in stochastic integer programming
• scientific article; zbMATH DE number 3557512 (Why is no real title available?)
• Logit network pricing
• Mixed-logit network pricing
• Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
• Optimal Solution of Scheduling Problems Using Lagrange Multipliers: Part I
• Optimization-Driven Scenario Grouping
• Outer approximation and submodular cuts for maximum capture facility location problems with random utilities
• Revenue Management Under a General Discrete Choice Model of Consumer Behavior
• Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
• Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design
• The maximum capture problem with heterogeneous customers
• The maximum capture problem with random utilities: problem formulation and algorithms
• Validation of subgradient optimization

Cited in

(3)

• Perspectives on optimizing transport systems with supply-dependent demand
• A matheuristic for complex pricing problems: an application to rentable resources
• Enumerative algorithms for choice-based pricing under capacity constraints

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