Search Results - subject:"Volume algorithm"

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

Cluster Lagrangean decomposition in multistage stochastic optimization

Escudero, Laureano F.; Garín, María Araceli; Unzueta … - In: Computers & operations research : and their … 67 (2016), pp. 48-62

Persistent link: https://www.econbiz.de/10011441239

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

A parallel implementation of an O*(n⁴) volume algorithm

Mohácsi, Laszlo; Deák, I. - In: Central European journal of operations research : CEJOR … 23 (2015) 4, pp. 925-952

Persistent link: https://www.econbiz.de/10011597886

Computational results of an O∗(n4) volume algorithm

Lovász, L.; Deák, I. - In: European Journal of Operational Research 216 (2012) 1, pp. 152-161

Recently an O∗(n4) volume algorithm has been presented for convex bodies by Lovász and Vempala, where n is the number … describe a computer implementation of the volume algorithm, where we improved the computational aspects of the original …

Persistent link: https://www.econbiz.de/10011052719

Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems

Escudero, L.; Garín, M.; Pérez, G.; Unzueta, A. - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 2, pp. 347-374

Persistent link: https://www.econbiz.de/10010995369