Search Results - subject:"progressive hedging algorithm"

Solving deterministic and stochastic equilibrium problems via augmented Walrasian

Deride, Julio; Jofré, Alejandro; Wets, Roger J.-B. - In: Computational economics 53 (2019) 1, pp. 315-342

Persistent link: https://www.econbiz.de/10012134678

Modeling electric vehicle charging station expansion with an integration of renewable energy and Vehicle-to-Grid sources

Quddus, Md Abdul; Kabli, Mohannad; Marufuzzaman, Mohammad - In: Transportation research / E : an international journal 128 (2019), pp. 251-279

Persistent link: https://www.econbiz.de/10012061139

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

Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization

Escudero, Laureano F.; Garín, María Araceli; Unzueta … - In: Computers & operations research : and their … 85 (2017), pp. 154-171

Persistent link: https://www.econbiz.de/10011713905

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

A hybrid decomposition algorithm for designing a multi-modal transportation network under biomass supply uncertainty

Poudel, Sushil Raj; Marufuzzaman, Mohammad; Bian, Linkan - In: Transportation research / E : an international journal 94 (2016), pp. 1-25

Persistent link: https://www.econbiz.de/10011587075

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

(s,S) policy model for liner shipping refueling and sailing speed optimization problem

Sheng, Xiaoming; Chew, Ek Peng; Lee, Loo Hay - In: Transportation Research Part E: Logistics and … 76 (2015) C, pp. 76-92

resulting problem is still a very large-scaled problem. Therefore, we propose two variations of the progressive hedging … algorithm to tackle it. Numerical results show that our solution method is efficient and, in addition, our dynamic (s,S) policy …

Persistent link: https://www.econbiz.de/10011208977

(s, S) image policy model for liner shipping refueling and sailing speed optimization problem

Sheng, Xiaoming; Chew, Ek Peng; Lee, Loo Hay - In: Transportation research / E : an international journal 76 (2015), pp. 76-92

Persistent link: https://www.econbiz.de/10010518609

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