Pages that link to "Item:Q1306366"

The following pages link to Dual decomposition in stochastic integer programming (Q1306366):

Displaying 50 items.

• BBPH: using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs (Q1727944) (← links)
• New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183) (← links)
• A new cross decomposition method for stochastic mixed-integer linear programming (Q1752218) (← links)
• A two-echelon stochastic facility location model for humanitarian relief logistics (Q1758057) (← links)
• A stochastic production planning problem with nonlinear cost (Q1761117) (← links)
• A branch-and-cluster coordination scheme for selecting prison facility sites under uncertainty (Q1761157) (← links)
• Measuring and maximizing resilience of freight transportation networks (Q1762152) (← links)
• Duality gaps in nonconvex stochastic optimization (Q1764248) (← links)
• Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
• On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
• Integration of progressive hedging and dual decomposition in stochastic integer programs (Q1785365) (← links)
• A decomposition approach for optimal gas network extension with a finite set of demand scenarios (Q1787320) (← links)
• Optimal capacity allocation in multi-auction electricity markets under uncertainty (Q1885935) (← links)
• Short-term liner ship fleet planning with container transshipment and uncertain container shipment demand (Q1926991) (← links)
• Decomposition strategy for the stochastic pooling problem (Q1928271) (← links)
• Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems (Q1939073) (← links)
• Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations (Q1989720) (← links)
• A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs (Q1989733) (← links)
• A joint decomposition method for global optimization of multiscenario nonconvex mixed-integer nonlinear programs (Q2010085) (← links)
• A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables (Q2010099) (← links)
• Scenario-based learning for stochastic combinatorial optimisation (Q2011603) (← links)
• Underground mine scheduling under uncertainty (Q2031110) (← links)
• Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
• Parallel subgradient algorithm with block dual decomposition for large-scale optimization (Q2077960) (← links)
• Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector (Q2084032) (← links)
• An L-shaped method with strengthened lift-and-project cuts (Q2109005) (← links)
• A two-stage exact algorithm for optimization of neural network ensemble (Q2117204) (← links)
• A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs (Q2118082) (← links)
• Stochastic Lipschitz dynamic programming (Q2118094) (← links)
• Scalable branching on dual decomposition of stochastic mixed-integer programming problems (Q2125568) (← links)
• The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems (Q2162511) (← links)
• Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk (Q2189450) (← links)
• Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme (Q2218888) (← links)
• A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models (Q2235163) (← links)
• Asynchronous Lagrangian scenario decomposition (Q2246185) (← links)
• A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables (Q2274882) (← links)
• A scalable global optimization algorithm for stochastic nonlinear programs (Q2274886) (← links)
• Hierarchical MPC schemes for periodic systems using stochastic programming (Q2280846) (← links)
• A Lagrangian relaxation approach for stochastic network capacity expansion with budget constraints (Q2288988) (← links)
• A multi-stage stochastic integer programming approach for locating electric vehicle charging stations (Q2297573) (← links)
• A note on constraint aggregation and value functions for two-stage stochastic integer programs (Q2339848) (← links)
• Offshore oilfield development planning under uncertainty and fiscal considerations (Q2358130) (← links)
• PySP: modeling and solving stochastic programs in Python (Q2392659) (← links)
• A survey on dual decomposition methods (Q2392956) (← links)
• Stochastic dual dynamic integer programming (Q2414913) (← links)
• A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems (Q2414914) (← links)
• Short-term manpower planning for MRT carriage maintenance under mixed deterministic and stochastic demands (Q2430593) (← links)
• A branch-and-bound method for discretely-constrained mathematical programs with equilibrium constraints (Q2442073) (← links)
• On parallelizing dual decomposition in stochastic integer programming (Q2450615) (← links)
• A scenario decomposition algorithm for 0-1 stochastic programs (Q2450729) (← links)