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 OliveiraPublished in: SIAM J. Optim. (2018)