Integration of progressive hedging and dual decomposition in stochastic integer programs
Ge Guo; Gabriel Hackebeil; Sarah M. Ryan; Jean-Paul Watson; David L. Woodruff
| Year of publication: |
2015
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|---|---|
| Authors: | Guo, Ge ; Hackebeil, Gabriel ; Ryan, Sarah M. ; Watson, Jean-Paul ; Woodruff, David L. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 43.2015, 3, p. 311-316
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| Subject: | Stochastic programming | Mixed-integer programming | Progressive hedging | Dual decomposition | Lower bounding | Theorie | Theory | Hedging | Mathematische Optimierung | Mathematical programming | Dekompositionsverfahren | Decomposition method | Stochastischer Prozess | Stochastic process | Ganzzahlige Optimierung | Integer programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011309532