Scenario Cluster Decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization.
Laureano F. EscuderoMaría Araceli GarínGloria PérezAitziber UnzuetaPublished in: Comput. Oper. Res. (2013)
Keyphrases
- lagrangian dual
- subgradient method
- linear program
- dual variables
- cutting plane algorithm
- integer programming
- lower and upper bounds
- linear programming
- optimization problems
- lagrangian relaxation
- branch and bound
- decomposition method
- optimal solution
- duality gap
- combinatorial optimization
- multiple objectives
- nonlinear programming
- lagrange multipliers
- linear programming relaxation
- constrained optimization
- data points
- dynamic programming
- evolutionary algorithm