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An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming.
Kibaek Kim
Cosmin G. Petra
Victor M. Zavala
Published in:
SIAM J. Optim. (2019)
Keyphrases
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trust region
dual decomposition
cost function
support vector machine
dynamic programming
objective function
mixed integer programming
decision trees
computational complexity
probabilistic model
lagrangian relaxation