Escudero Bueno, Laureano F.; Martín, Garín; Araceli, … - Departamento de Economía Aplicada III (Econometría y … - 2010
In this paper we study solution methods for solving the dual problem corresponding to the Lagrangean Decomposition of …-anticipativity constraints. We compare the performance of four iterative algorithms based on dual Lagrangean Decomposition schemes, as the … representation of the deterministic equivalent model, where 0-1 and continuous variables appear at any stage. Lagrangean …
