Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems
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DOI: 10.1007/s11750-011-0237-1
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- Duan Li & Xiaoling Sun, 2006. "Nonlinear Integer Programming," International Series in Operations Research and Management Science, Springer, number 978-0-387-32995-6, March.
- 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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- 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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More about this item
Keywords
Two-stage stochastic integer programming; Lagrangian Decomposition; Subgradient Method; Volume Algorithm; Progressive Hedging Algorithm and Dynamic Constrained Cutting Plane scheme; 90; 90-08; 90C06; 90C11; 90C15;All these keywords.
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