Dual dynamic programming for multi-scale mixed-integer MPC.
Ranjeet KumarMichael J. WenzelMohammad N. ElBsatMichael J. RisbeckKirk H. DreesVictor M. ZavalaPublished in: Comput. Chem. Eng. (2021)
Keyphrases
- mixed integer
- dynamic programming
- multiscale
- linear program
- primal dual
- linear programming
- lot sizing
- feasible solution
- benders decomposition
- multistage
- convex hull
- optimal solution
- continuous relaxation
- cutting plane
- lagrangian relaxation
- state space
- mixed integer program
- reinforcement learning
- lagrangian heuristic
- image segmentation
- continuous variables
- network design problem
- lower bound
- lagrangian dual
- greedy algorithm
- scheduling problem
- probabilistic model
- optimal policy