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Search: subject:"Progressive hedging algorithm"
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subgradient method
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volume algorithm
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Consistent time window assignments for stochastic multi-depot multi-commodity pickup and delivery
Zehtabian, Shohre
;
Ulmer, Marlin Wolf
-
2023
. To solve our problem, we design a (heuristic)
progressive
hedging
algorithm
to decompose the deterministic equivalent …
Persistent link: https://www.econbiz.de/10014025779
Saved in:
2
Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization
Escudero Bueno, Laureano F.
;
Unzueta Inchaurbe, Aitziber
; …
-
Departamento de Economía Aplicada III (Econometría y …
-
2012
Volume Algorithm, the
Progressive
Hedging
Algorithm
and the Dynamic Constrained Cutting Plane scheme for different numbers of …
Persistent link: https://www.econbiz.de/10011183181
Saved in:
3
Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems
Escudero Bueno, Laureano F.
;
Martín, Garín
;
Araceli, …
-
Departamento de Economía Aplicada III (Econometría y …
-
2010
Subgradient method, the Volume algorithm, the
Progressive
Hedging
algorithm
and the Dynamic Constrained Cutting Plane scheme. We …
Persistent link: https://www.econbiz.de/10008460992
Saved in:
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