Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems
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Publication:6066721
DOI10.1111/itor.12525arXiv1702.00074OpenAlexW3103646478MaRDI QIDQ6066721
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Publication date: 16 November 2023
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.00074
stochastic programmingdecomposition methodsGauss-Seidel methodLagrangian dualitypenalty-based method
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The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems, A study of progressive hedging for stochastic integer programming
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