Exact augmented Lagrangian duality for mixed integer linear programming
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Cites work
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- scientific article; zbMATH DE number 2121575 (Why is no real title available?)
- scientific article; zbMATH DE number 1416629 (Why is no real title available?)
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- Penalty functions with a small penalty parameter
- Penalty/Barrier Multiplier Methods for Convex Programming Problems
- Separation of Nonconvex Sets with General Augmenting Functions
- The Zero Duality Gap Property and Lower Semicontinuity of the Perturbation Function
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Cited in
(19)- Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization
- Decomposition methods for global solution of mixed-integer linear programs
- Exact augmented Lagrangian duality for mixed integer quadratic programming
- Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems
- Revisiting augmented Lagrangian duals
- Exact augmented Lagrangian duality for mixed integer convex optimization
- Stochastic Lipschitz dynamic programming
- A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs
- Joint tank container demurrage policy and flow optimisation using a progressive hedging algorithm with expanded time-space network
- On the augmented Lagrangian dual for integer programming
- First-order methods for convex optimization
- Dual formulations and subgradient optimization strategies for linear programming relaxations of mixed-integer programs
- A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging
- Two-stage robust mixed integer programming problem with objective uncertainty
- Non-convex nested Benders decomposition
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems
- A study of progressive hedging for stochastic integer programming
- On Subadditive Duality for Conic Mixed-integer Programs
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems
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