A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems
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Cites work
- scientific article; zbMATH DE number 3930735 (Why is no real title available?)
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- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A convergence proof for linear mean value cross decomposition
- A lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures
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- About Lagrangian methods in integer optimization
- Accelerating Benders Decomposition: Algorithmic Enhancement and Model Selection Criteria
- Accelerating Benders method using covering cut bundle generation
- Canonical Cuts on the Unit Hypercube
- Cross decomposition for mixed integer programming
- Decomposition and Nondifferentiable Optimization with the Projective Algorithm
- Dual decomposition in stochastic integer programming
- Generalized Benders decomposition
- Generalized Bundle Methods
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- Lagrangean decomposition: A model yielding stronger lagrangean bounds
- Lagrangean relaxation. (With comments and rejoinder).
- Linear mean value cross decomposition: A generalization of the Kornai- Liptak method
- Mean value cross decomposition applied to integer programming problems
- Mean value cross decomposition for two-stage stochastic linear programming with recourse
- Multicut Benders decomposition algorithm for process supply chain planning under uncertainty
- Newton's method for convex programming and Tschebyscheff approximation
- On the convergence of cross decomposition
- Partitioning procedures for solving mixed-variables programming problems
- Progress in computational mixed integer programming -- a look back from the other side of the tipping point
- Proximity control in bundle methods for convex nondifferentiable minimization
- Scenario reduction algorithms in stochastic programming
- Stochastic Power Generation Unit Commitment in Electricity Markets: A Novel Formulation and a Comparison of Solution Methods
- The Cutting-Plane Method for Solving Convex Programs
- The Lagrangian Relaxation Method for Solving Integer Programming Problems
- The empirical behavior of sampling methods for stochastic programming
- The traveling-salesman problem and minimum spanning trees: Part II
- The volume algorithm: Producing primal solutions with a subgradient method
- Validation of subgradient optimization
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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