An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming
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Publication:4620422
DOI10.1137/17M1148189zbMath1410.90138OpenAlexW2911992709WikidataQ128547661 ScholiaQ128547661MaRDI QIDQ4620422
Cosmin G. Petra, Victor M. Zavala, Ki Baek Kim
Publication date: 8 February 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1148189
Numerical mathematical programming methods (65K05) Integer programming (90C10) Stochastic programming (90C15) Parallel algorithms in computer science (68W10)
Related Items (7)
Scalable branching on dual decomposition of stochastic mixed-integer programming problems ⋮ Distributed asynchronous column generation ⋮ On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs ⋮ Optimal Convergence Rates for the Proximal Bundle Method ⋮ Asynchronous level bundle methods ⋮ A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models ⋮ A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl
Uses Software
Cites Work
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