Augmented Lagrangian method for recourse problem of two-stage stochastic linear programming.
Saeed KetabchiMalihe Behboodi-KahooPublished in: Kybernetika (2013)
Keyphrases
- input image
- linear program
- linear programming
- augmented lagrangian method
- primal dual
- lp relaxation
- augmented lagrangian
- linear programming problems
- stochastic programming
- total variation
- integer programming
- column generation
- integer program
- simplex method
- convex optimization
- interior point methods
- lagrange multipliers
- optimal solution
- total variation regularization
- np hard
- objective function
- feasible solution
- dynamic programming
- quadratic programming
- mixed integer
- constrained minimization
- global convergence
- network flow
- multistage