Cluster Lagrangean decomposition in multistage stochastic optimization-Reference-Cited by-同舟云学术

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Cluster Lagrangean decomposition in multistage stochastic optimization

Published:2016-03 Issue: Volume:67 Page:48-62
ISSN:0305-0548
Container-title:Computers & Operations Research
language:en
Short-container-title:Computers & Operations Research

Author:

Escudero Laureano F.,Garín María Araceli^ORCID,Unzueta Aitziber

Funder

Grupo de Investigación EOPT

Basque Country Government, BETS UPV | EHU Research and Teaching Unit (UFI)

Spanish Ministry of Economy and Competitiveness

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Modeling and Simulation,General Computer Science

Reference42 articles.

1. A multi-stage stochastic integer programming approach for capacity expansion under uncertainty;Ahmed;J Global Optim,2003

2. An algorithmic framework for solving large scale stochastic mixed 0–1 problems with nonsymmetric scenario trees. Part II;Aldasoro;Comput Oper Res,2013

3. The volume algorithm;Barahona;Math Progr Ser A,2000

4. Introduction to stochastic programming;Birge,2011

5. Dual decomposition in stochastic integer programming;Carøe;Oper Res Lett,1999

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