Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
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Cites work
- A general algorithm for solving two-stage stochastic mixed 0-1 first-stage problems
- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
- An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
- An approach for strategic supply chain planning under uncertainty based on stochastic 0-1 programming
- An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects
- BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
- Dual decomposition in stochastic integer programming
- scientific article; zbMATH DE number 3614502 (Why is no real title available?)
- Lagrangean relaxation. (With comments and rejoinder).
- Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
- On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
- Programming Under Uncertainty: The Equivalent Convex Program
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Stochastic programming with integer variables
- Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
- The traveling-salesman problem and minimum spanning trees: Part II
- The volume algorithm: Producing primal solutions with a subgradient method
- Two-stage stochastic hierarchical multiple risk problems: Models and algorithms
Cited in
(23)- Stochastic programming for qualification management of parallel machines in semiconductor manufacturing
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- A stochastic optimization approach to shift scheduling with breaks adjustments
- Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
- Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design
- Stochastic scheduling of chemotherapy appointments considering patient acuity levels
- A scenario decomposition algorithm for 0-1 stochastic programs
- Lagrange dual bound computation for stochastic service network design
- A Lagrangian decomposition scheme for choice-based optimization
- Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
- A hybrid scenario cluster decomposition algorithm for supply chain tactical planning under uncertainty
- An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. II: Parallelization
- Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design
- Optimization-Driven Scenario Grouping
- Cluster Lagrangean decomposition in multistage stochastic optimization
- Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs
- The stochastic capacitated branch restructuring problem
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- Scenario consensus algorithms for solving stochastic and dynamic problems
- Column-and-constraint generation approach to partition-based risk-averse two-stage stochastic programs
- On efficient matheuristic algorithms for multi-period stochastic facility location-assignment problems
- Scenario-based platoon lane network design
- On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
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