Scenario Cluster Decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization

Computers and Operations Research

Volumn 40, Issue 1, 2013, Pages 362-377

  Escudero, Laureano F ^a   Araceli Garin M ^b   Pérez, Gloria ^b   Unzueta, Aitziber ^b  

^a UNIVERSIDAD REY JUAN CARLOS   (Spain)

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

Author keywords

Cluster Lagrangian Decomposition; Dynamic Constrained Cutting Plane Scheme; Nonanticipativity constraints; Progressive Hedging Algorithm; Scenario cluster model; Subgradient Method; Two stage stochastic integer programming; Volume Algorithm

Indexed keywords

CLUSTER MODELS; CUTTING PLANES; LAGRANGIAN DECOMPOSITION; NONANTICIPATIVITY CONSTRAINTS; PROGRESSIVE HEDGING ALGORITHM; STOCHASTIC INTEGER PROGRAMMING; SUBGRADIENT METHODS; VOLUME ALGORITHMS;

INTEGER PROGRAMMING; LAGRANGE MULTIPLIERS; OPTIMAL SYSTEMS; OPTIMIZATION; PARALLEL ARCHITECTURES; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

CLUSTERING ALGORITHMS;

EID: 84866173589     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2012.07.009     Document Type: Article

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