On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs

DOI10.1287/ijoc.2022.1185OpenAlexW3167530330MaRDI QIDQ5106425

Rui Chen, James R. Luedtke

Publication date: 19 September 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.04023

zbMATH Keywords

dual decompositiontwo-stage stochastic integer programsLagrangian cuts

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Uses Software

• DSP

Cites Work

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