Cluster Lagrangean decomposition in multistage stochastic optimization
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Publication:342253
DOI10.1016/j.cor.2015.09.005zbMath1349.90656OpenAlexW2157472482MaRDI QIDQ342253
María Araceli Garín, Aitziber Unzueta, Laureano Fernando Escudero Bueno
Publication date: 17 November 2016
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2015.09.005
subgradient methodvolume algorithmdynamic constrained cutting plane schemecluster Lagrangean problemlagrangean progressive hedging algorithmmultistage stochastic integer optimization
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