A geometric study of dual gaps, with applications
From MaRDI portal
Publication:5943075
DOI10.1007/s101070100215zbMath1039.90087MaRDI QIDQ5943075
Publication date: 2001
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Lagrangian relaxationduality gapoperator splittingLagrangian decompositionprice decompositionunit-commitment problem
Related Items
Decomposition algorithm for large-scale two-stage unit-commitment, Dantzig-Wolfe reformulations for binary quadratic problems, On decomposition and multiobjective-based column and disjunctive cut generation for MINLP, Bounding duality gap for separable problems with linear constraints, Solving the \(p\)-median problem with a semi-Lagrangian relaxation, Probabilistic optimization via approximate \(p\)-efficient points and bundle methods, Improving problem reduction for 0-1 multidimensional knapsack problems with valid inequalities, The decomposition-based outer approximation algorithm for convex mixed-integer nonlinear programming, A Unified Framework for Pricing in Nonconvex Resource Allocation Games, Vanishing Price of Decentralization in Large Coordinative Nonconvex Optimization, On the computational efficiency of subgradient methods: a case study with Lagrangian bounds, Incremental Bundle Methods using Upper Models, Stochastic dual dynamic programming applied to nonconvex hydrothermal models, Solving the short-term scheduling problem of hydrothermal systems via Lagrangian relaxation and augmented Lagrangian, A Lagrange decomposition based branch and bound algorithm for the optimal mapping of cloud virtual machines, Large-scale unit commitment under uncertainty: an updated literature survey, Multi-Tree Decomposition Methods for Large-Scale Mixed Integer Nonlinear Optimization, Computing exact solution to nonlinear integer programming: convergent Lagrangian and objective level cut method, Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs, Bundle methods for sum-functions with ``easy components: applications to multicommodity network design, Decomposition-based inner- and outer-refinement algorithms for global optimization, Duality gaps in nonconvex stochastic optimization, Lagrangian decomposition of block-separable mixed-integer all-quadratic programs, Divide to conquer: decomposition methods for energy optimization, The omnipresence of Lagrange, Convergent Lagrangian and domain cut method for nonlinear knapsack problems, On a primal-proximal heuristic in discrete optimization, A primal-proximal heuristic applied to the French unit-commitment problem, About Lagrangian methods in integer optimization
