Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs

Mathematical Programming

Volumn 157, Issue 1, 2016, Pages 47-67

  Gade, Dinakar ^a   Hackebeil, Gabriel ^c   Ryan, Sarah M ^d   Watson, Jean Paul ^b   Wets, Roger J B ^e   Woodruff, David L ^e  

^a Research Group   (United States)

^b SANDIA NATIONAL LABORATORIES   (United States)

^c TEXAS A AND M UNIVERSITY   (United States)

^d IOWA STATE UNIVERSITY   (United States)

^e UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Decomposition algorithms; Lower bounding; Stochastic mixed integer programming

Indexed keywords

ALGORITHMS; ITERATIVE METHODS; STOCHASTIC SYSTEMS;

COMPUTATIONAL RESULTS; DECOMPOSITION ALGORITHM; LOWER BOUNDING; MIXED-INTEGER PROGRAMS; PROGRESSIVE HEDGING ALGORITHM; STOCHASTIC MIXED INTEGER PROGRAMMING; STOCHASTIC SERVER LOCATION; STOCHASTIC UNIT COMMITMENTS;

INTEGER PROGRAMMING;

EID: 84961989546     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-016-1000-z     Document Type: Article

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