Exact augmented Lagrangian duality for mixed integer linear programming
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Publication:507329
DOI10.1007/S10107-016-1012-8zbMATH Open1364.90226OpenAlexW2336243738MaRDI QIDQ507329FDOQ507329
Authors: Mohammad Javad Feizollahi, S. Ahmed, Andy Sun 
Publication date: 3 February 2017
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-016-1012-8
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Cited In (18)
- Non-convex nested Benders decomposition
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems
- First-order methods for convex optimization
- Dual formulations and subgradient optimization strategies for linear programming relaxations of mixed-integer programs
- Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems
- A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs
- Stochastic Lipschitz dynamic programming
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems
- Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization
- A study of progressive hedging for stochastic integer programming
- Two-stage robust mixed integer programming problem with objective uncertainty
- Revisiting augmented Lagrangian duals
- Decomposition methods for global solution of mixed-integer linear programs
- A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging
- Joint tank container demurrage policy and flow optimisation using a progressive hedging algorithm with expanded time-space network
- Exact augmented Lagrangian duality for mixed integer convex optimization
- Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming
- On Subadditive Duality for Conic Mixed-integer Programs
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