Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems
Year of publication: |
2012
|
---|---|
Authors: | Escudero, Laureano F. ; Garín, María Araceli ; Pérez, G. ; Unzueta Inchaurbe, Aitziber |
Published in: |
Top : transactions in operations research. - [Berlin] : Springer, ISSN 1134-5764, ZDB-ID 1205918-3. - Vol. 20.2012, 2, p. 347-374
|
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Dekompositionsverfahren | Decomposition method | Mathematische Optimierung | Mathematical programming |
-
Gabriel, Steven A., (2010)
-
Solving dynamic stochastic economic models by mathematical programming decomposition methods
Esteban-Bravo, Mercedes, (2008)
-
Beier, Eric, (2015)
- More ...
-
Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
Escudero, Laureano F., (2013)
-
Scenario cluster lagrangian decomposition in two stage stochastic mixed 0-1 optimization
Escudero, Laureano F., (2012)
-
Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems
Escudero, Laureano F., (2010)
- More ...