Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs.
Dinakar GadeGabriel HackebeilSarah M. RyanJean-Paul WatsonRoger J.-B. WetsDavid L. WoodruffPublished in: Math. Program. (2016)
Keyphrases
- objective function
- lower bound
- learning algorithm
- optimal solution
- np hard
- mixed integer
- simulated annealing
- probabilistic model
- dynamic programming
- cost function
- computational complexity
- search space
- linear programming
- expectation maximization
- parameter estimation
- convex hull
- branch and bound
- feasible solution
- piecewise linear