Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs

Cited in

(26)

Statistical performance of subgradient step-size update rules in Lagrangian relaxations of chance-constrained optimization models
On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
Two-stage stochastic programming supply chain model for biodiesel production via wastewater treatment
A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes
A stochastic production planning problem with nonlinear cost
Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem
Stochastic set packing problem
Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems
On the enrouting protocol problem under uncertainty
Structuring bilateral energy contract portfolios in competitive markets
Stochastic programming for qualification management of parallel machines in semiconductor manufacturing
Two-stage network constrained robust unit commitment problem
Short-term hydropower production planning by stochastic programming
BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
A management system for decompositions in stochastic programming
An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects
On a stochastic sequencing and scheduling problem
A progressive hedging approach for surgery planning under uncertainty
Stochastic dual dynamic integer programming
A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem
A general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problems
About Lagrangian methods in integer optimization
Duality gaps in nonconvex stochastic optimization
From scenarios to conditional scenarios in two‐stage stochastic MILP problems

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