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Combining Progressive Hedging with a Frank-Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming.

Natashia BolandJeffrey ChristiansenBrian C. DandurandAndrew C. EberhardJeff T. LinderothJames R. LuedtkeFabricio Oliveira
Published in: SIAM J. Optim. (2018)
Keyphrases
  • sensitivity analysis
  • mixed integer programming
  • decision trees
  • computational complexity
  • lower bound
  • evolutionary algorithm
  • special case
  • dynamic programming
  • supply chain