Lagrangian Dual Decision Rules for Multistage Stochastic Mixed-Integer Programming.
Maryam DaryalalMerve BodurJames R. LuedtkePublished in: Oper. Res. (2024)
Keyphrases
- mixed integer programming
- decision rules
- capacity expansion
- lagrangian relaxation
- column generation
- integer programming
- integer program
- lower bound
- cutting plane
- feasible solution
- linear programming
- branch and bound algorithm
- decision trees
- np hard
- linear program
- dynamic programming
- lower and upper bounds
- linear programming relaxation
- valid inequalities
- shortest path
- production planning
- lot sizing
- optimal solution
- np complete
- scheduling problem
- cost function
- upper bound
- objective function