Pages that link to "Item:Q1621689"

The following pages link to Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs (Q1621689):

Displaying 14 items.

• DSP (Q17561) (← links)
• A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables (Q2010099) (← links)
• Implementing the branch-and-cut approach for a general purpose Benders' decomposition framework (Q2029367) (← links)
• A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl (Q2099497) (← links)
• On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
• Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems (Q2198541) (← links)
• Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme (Q2218888) (← links)
• Asynchronous Lagrangian scenario decomposition (Q2246185) (← links)
• Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs (Q2419558) (← links)
• An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming (Q4620422) (← links)
• A new interior-point approach for large separable convex quadratic two-stage stochastic problems (Q5043842) (← links)
• On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs (Q5106425) (← links)
• Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (Q5139855) (← links)
• On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach (Q6113326) (← links)