Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
From MaRDI portal
Publication:1939073
DOI10.1007/s11750-011-0237-1zbMath1257.90062OpenAlexW2084426382MaRDI QIDQ1939073
María Araceli Garín, Gloria Pérez, Aitziber Unzueta, Laureano Fernando Escudero Bueno
Publication date: 26 February 2013
Published in: Top (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11750-011-0237-1
subgradient methodLagrangian decompositionvolume algorithmprogressive hedging algorithmtwo-stage stochastic integer programmingDynamic Constrained Cutting Plane scheme
Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items
A two-stage stochastic transportation problem with fixed handling costs and a priori selection of the distribution channels, Fix-and-relax-coordination for a multi-period location-allocation problem under uncertainty, Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization, Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization, Cluster Lagrangean decomposition in multistage stochastic optimization, Lagrangian bounds for large‐scale multicommodity network design: a comparison between Volume and Bundle methods, A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method, Applications of stochastic modeling in air traffic management: methods, challenges and opportunities for solving air traffic problems under uncertainty
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
- Proximity control in bundle methods for convex nondifferentiable minimization
- Parallel line search in method of feasible directions
- A general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problems
- On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
- Stochastic integer programming: general models and algorithms
- L-shaped decomposition of two-stage stochastic programs with integer recourse
- Dual decomposition in stochastic integer programming
- A spectral bundle method with bounds
- Stochastic programming with integer variables
- BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
- An approach for strategic supply chain planning under uncertainty based on stochastic 0-1 programming
- The volume algorithm: Producing primal solutions with a subgradient method
- Lagrangean relaxation. (With comments and rejoinder).
- Two-stage stochastic hierarchical multiple risk problems: Models and algorithms
- Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming
- Nonlinear integer programming
- The million-variable ``march for stochastic combinatorial optimization
- On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- An Integer L-Shaped Algorithm for the Capacitated Vehicle Routing Problem with Stochastic Demands
- Lagrangean decomposition: A model yielding stronger lagrangean bounds
- Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs
- Validation of subgradient optimization
- The traveling-salesman problem and minimum spanning trees: Part II
