Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems

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Volumn 20, Issue 2, 2012, Pages 347-374

  Escudero, L F ^a   Garin M A ^b   Perez G ^b   Unzueta, A ^b  

^a UNIVERSIDAD REY JUAN CARLOS   (Spain)

^b UNIVERSITY OF THE BASQUE COUNTRY UPV EHU   (Spain)

Author keywords

Lagrangian Decomposition; Progressive Hedging Algorithm and Dynamic Constrained Cutting Plane scheme; Subgradient Method; Two stage stochastic integer programming; Volume Algorithm

Indexed keywords

EID: 84864130740     PISSN: 11345764     EISSN: 18638279     Source Type: Journal    
DOI: 10.1007/s11750-011-0237-1     Document Type: Article

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