An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems.
Xiaodi BaiJie SunXiaojin ZhengPublished in: INFORMS J. Comput. (2021)
Keyphrases
- augmented lagrangian
- decomposition method
- chance constrained
- optimization problems
- constrained optimization problems
- knapsack problem
- evolutionary algorithm
- stochastic programming
- linear programming problems
- objective function
- test problems
- constrained optimization
- linear program
- metaheuristic
- benchmark problems
- decomposition algorithm
- robust optimization
- cost function
- optimization methods
- computationally tractable
- total variation
- lagrange multipliers
- image denoising
- convex optimization
- combinatorial optimization
- traveling salesman problem
- reverse logistics
- multi objective
- multiple objectives
- simulated annealing
- differential evolution
- supply chain
- multistage
- pairwise
- bayesian networks
- denoising
- regularization term
- vehicle routing problem
- tabu search