Progressive hedging and tabu search applied to mixed integer (0, 1) multistage stochastic programming.
Arne LøkketangenDavid L. WoodruffPublished in: J. Heuristics (1996)
Keyphrases
- stochastic programming
- multistage
- tabu search
- mixed integer
- linear program
- feasible solution
- lot sizing
- metaheuristic
- linear programming
- simulated annealing
- optimal solution
- dynamic programming
- scheduling problem
- genetic algorithm
- multistage stochastic
- heuristic methods
- mixed integer program
- search algorithm
- primal dual
- robust optimization
- vehicle routing problem
- lagrangian relaxation
- multidimensional knapsack problem
- objective function
- ant colony optimization
- np hard
- column generation
- lower bound
- max sat
- cutting plane
- initial solution