Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems.
Jean-Paul WatsonDavid L. WoodruffPublished in: Comput. Manag. Sci. (2011)
Keyphrases
- mixed integer
- resource allocation problems
- resource allocation
- feasible solution
- linear program
- facet defining inequalities
- lot sizing
- optimal solution
- convex hull
- lagrangian heuristic
- network design problem
- benders decomposition
- continuous relaxation
- continuous variables
- resource constraints
- maximum entropy
- linear programming