A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems
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Publication:291046
DOI10.1007/S10107-016-1001-YzbMATH Open1347.90063OpenAlexW2314114783MaRDI QIDQ291046FDOQ291046
Authors: Sumit Mitra, Pablo Garcia-Herreros, Ignacio E. Grossmann 
Publication date: 6 June 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-1001-y
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Cited In (10)
- The Benders decomposition algorithm: a literature review
- A joint decomposition method for global optimization of multiscenario nonconvex mixed-integer nonlinear programs
- A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty
- A new cross decomposition method for stochastic mixed-integer linear programming
- Mean value cross decomposition for two-stage stochastic linear programming with recourse
- The Benders dual decomposition method
- Experimentation with Benders decomposition for solving the two-timescale stochastic generation capacity expansion problem
- Effects of feasibility cuts in Lagrangian relaxation for a two-stage stochastic facility location and network flow problem
- A hybrid genetic algorithm for scheduling jobs sharing multiple resources under uncertainty
- Decomposition methods for multi-horizon stochastic programming
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