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

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  • L. Escudero
  • M. Garín
  • G. Pérez
  • A. Unzueta

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Suggested Citation

  • L. Escudero & M. Garín & G. Pérez & A. Unzueta, 2012. "Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 347-374, July.
    • Handle: RePEc:spr:topjnl:v:20:y:2012:i:2:p:347-374
    DOI: 10.1007/s11750-011-0237-1
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    References listed on IDEAS

    as
    1. Duan Li & Xiaoling Sun, 2006. "Nonlinear Integer Programming," International Series in Operations Research and Management Science, Springer, number 978-0-387-32995-6, April.
    2. Samer Takriti & John R. Birge, 2000. "Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs," Operations Research, INFORMS, vol. 48(1), pages 91-98, February.
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    Cited by:

    1. Castelli, Alessandro Francesco & Pilotti, Lorenzo & Monchieri, Alessandro & Martelli, Emanuele, 2024. "Optimal design of aggregated energy systems with (N-1) reliability: MILP models and decomposition algorithms," Applied Energy, Elsevier, vol. 356(C).

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