Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
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Publication:339591
DOI10.1016/j.cor.2012.07.009zbMath1349.90655OpenAlexW2021366712MaRDI QIDQ339591
María Araceli Garín, Aitziber Unzueta, Gloria Pérez, Laureano Fernando Escudero Bueno
Publication date: 11 November 2016
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2012.07.009
subgradient methodvolume algorithmnonanticipativity constraintscluster Lagrangian decompositiondynamic constrained cutting plane schemeprogressive hedging algorithmscenario cluster modeltwo-stage stochastic integer programming
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