Cluster Lagrangean decomposition in multistage stochastic optimization.
Laureano F. EscuderoMaría Araceli GarínAitziber UnzuetaPublished in: Comput. Oper. Res. (2016)
Keyphrases
- multistage
- stochastic optimization
- production system
- stochastic programming
- dynamic programming
- single stage
- upper bound
- lower bound
- lot sizing
- lagrangean relaxation
- machine learning
- optimal solution
- multistage stochastic
- probability distribution
- column generation
- feasible solution
- linear programming
- objective function