Cluster Lagrangean decomposition in multistage stochastic optimization
Laureano F. Escudero, María Araceli Garín, Aitziber Unzueta
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Escudero, Laureano F. ; Garín, María Araceli ; Unzueta Inchaurbe, Aitziber |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 67.2016, p. 48-62
|
| Subject: | Multistage stochastic integer optimization | Cluster Lagrangean problem | Subgradient method | Volume algorithm | Lagrangean progressive hedging algorithm | Dynamic constrained cutting plane scheme | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Hedging | Clusteranalyse | Cluster analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2015.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011441239