Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems
| Year of publication: |
2012
|
|---|---|
| Authors: | Escudero, L. ; Garín, M. ; Pérez, G. ; Unzueta, A. |
| Published in: |
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 20.2012, 2, p. 347-374
|
| Publisher: |
Springer |
| Subject: | Two-stage stochastic integer programming | Lagrangian Decomposition | Subgradient Method | Volume Algorithm | Progressive Hedging Algorithm and Dynamic Constrained Cutting Plane scheme |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010995369