On augmented Lagrangian decomposition methods for multistage stochastic programs.
Charles H. RosaAndrzej RuszczynskiPublished in: Ann. Oper. Res. (1996)
Keyphrases
- multistage
- decomposition methods
- augmented lagrangian
- constrained optimization
- total variation
- convex optimization
- constrained optimization problems
- image denoising
- decomposition method
- database theory
- constraint satisfaction problems
- regularization term
- linear programming problems
- dynamic programming
- lagrange multipliers
- lot sizing
- image restoration
- denoising
- optimal policy
- optimization problems
- evolutionary algorithm
- fitness function
- state space
- support vector machine
- differential evolution
- machine learning
- cost function
- linear programming