Integration of progressive hedging and dual decomposition in stochastic integer programs
Year of publication: |
2015
|
---|---|
Authors: | Guo, Ge ; Hackebeil, Gabriel ; Ryan, Sarah M. ; Watson, Jean-Paul ; Woodruff, David L. |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 43.2015, 3, p. 311-316
|
Subject: | Stochastic programming | Mixed-integer programming | Progressive hedging | Dual decomposition | Lower bounding | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Hedging | Stochastischer Prozess | Stochastic process | Dekompositionsverfahren | Decomposition method |
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