On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs.
Rui ChenJames R. LuedtkePublished in: INFORMS J. Comput. (2022)
Keyphrases
- numerical methods
- integer program
- integer programming
- linear program
- multistage stochastic
- column generation
- cutting plane
- linear programming
- np hard
- optimal solution
- network flow
- set covering
- primal dual
- valid inequalities
- objective function
- lagrangian relaxation
- production planning
- constraint programming
- stochastic optimization
- lp relaxation
- ordering constraints
- learning algorithm
- computational complexity