Lagrangean Decomposition for Mean-Variance Combinatorial Optimization.
Frank BaumannChristoph BuchheimAnna IlyinaPublished in: ISCO (2014)
Keyphrases
- combinatorial optimization
- branch and bound
- simulated annealing
- metaheuristic
- branch and bound algorithm
- combinatorial optimization problems
- traveling salesman problem
- combinatorial problems
- column generation
- mathematical programming
- lower bound
- quadratic assignment problem
- upper bound
- optimal solution
- optimization problems
- lagrangean relaxation
- network design problem
- portfolio selection
- hard combinatorial optimization problems
- facility location problem
- single machine scheduling problem
- utility function
- combinatorial search
- memetic algorithm
- tabu search
- evolutionary algorithm
- path relinking
- cost function
- scheduling problem
- constraint satisfaction
- grasp with path relinking