A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems.
Sumit MitraPablo García-HerrerosIgnacio E. GrossmannPublished in: Math. Program. (2016)
Keyphrases
- planning problems
- primal dual
- linear programming
- domain independent
- affine scaling
- state space
- interior point methods
- linear programming problems
- heuristic search
- algorithm for linear programming
- linear program
- simplex algorithm
- approximation algorithms
- convex optimization
- interior point algorithm
- planning domains
- semidefinite programming
- convergence rate
- ai planning
- planning systems
- probabilistic planning
- interior point
- solving planning problems
- causal graph
- partial observability
- duality gap
- planning tasks
- deterministic domains
- objective function
- htn planning
- stochastic domains
- computational complexity
- optimal solution
- reinforcement learning