Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
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Publication:339591
DOI10.1016/J.COR.2012.07.009zbMATH Open1349.90655OpenAlexW2021366712MaRDI QIDQ339591FDOQ339591
Laureano F. Escudero Bueno, A. Garin, Aitziber Unzueta, Gloria Pérez
Publication date: 11 November 2016
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2012.07.009
subgradient methodvolume algorithmcluster Lagrangian decompositiondynamic constrained cutting plane schemenonanticipativity constraintsprogressive hedging algorithmscenario cluster modeltwo-stage stochastic integer programming
Cites Work
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Cited In (17)
- Stochastic scheduling of chemotherapy appointments considering patient acuity levels
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs
- A stochastic optimization approach to shift scheduling with breaks adjustments
- Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
- Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design
- On efficient matheuristic algorithms for multi-period stochastic facility location-assignment problems
- An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization
- Stochastic programming for qualification management of parallel machines in semiconductor manufacturing
- On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
- A hybrid scenario cluster decomposition algorithm for supply chain tactical planning under uncertainty
- Cluster Lagrangean decomposition in multistage stochastic optimization
- Lagrange dual bound computation for stochastic service network design
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- A Lagrangian decomposition scheme for choice-based optimization
- The stochastic capacitated branch restructuring problem
- Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design
Uses Software
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