Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming
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Publication:4641662
DOI10.1137/16M1076290zbMath1398.90097arXiv1702.00880OpenAlexW2587053306WikidataQ129867357 ScholiaQ129867357MaRDI QIDQ4641662
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Publication date: 18 May 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.00880
Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11) Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15)
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