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

Cited In (26)

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

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