Lagrange dual bound computation for stochastic service network design

DOI10.1016/j.ejor.2022.01.044OpenAlexW4210708571MaRDI QIDQ2672131

Xiaoping Jiang, Ruibin Bai, Graham Kendall, Jianfeng Ren, Jiawei Li

Publication date: 8 June 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2022.01.044

zbMATH Keywords

Lagrangian relaxationtransportationstochastic mixed-integer programmingprogressive hedgingservice network design

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15)

Uses Software

• PySP
• k-means++
• PRMLT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Generating Scenario Trees for Multistage Decision Problems
• Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
• Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design
• Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure
• Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
• Cluster Lagrangean decomposition in multistage stochastic optimization
• Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
• Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
• Proximity control in bundle methods for convex nondifferentiable minimization
• Dual decomposition in stochastic integer programming
• Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming
• Service network design in freight transportation
• BBPH: using progressive hedging within branch and bound to solve multi-stage stochastic mixed integer programs
• Integration of progressive hedging and dual decomposition in stochastic integer programs
• A heuristic for moment-matching scenario generation
• Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design
• A deep reinforcement learning based hyper-heuristic for combinatorial optimisation with uncertainties
• PySP: modeling and solving stochastic programs in Python
• A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
• Optimization-Driven Scenario Grouping
• Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming
• Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs
• Stochastic Network Design for Planning Scheduled Transportation Services: The Value of Deterministic Solutions
• Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
• A scheme for determining vehicle routes based on Arc-based service network design

This page was built for publication: Lagrange dual bound computation for stochastic service network design