A two-level interior-point decomposition algorithm for multi-stage stochastic capacity planning and technology acquisition.
Lila RasekhJacques DesrosiersPublished in: Int. J. Math. Oper. Res. (2011)
Keyphrases
- stochastic programming
- multistage
- capacity planning
- decomposition algorithm
- interior point
- linear program
- interior point methods
- linear programming
- decomposition method
- capacity expansion
- production system
- dynamic programming
- lot sizing
- primal dual
- mixed integer
- semidefinite programming
- convex optimization
- nonnegative matrix factorization
- convex relaxation
- decision making
- supply chain
- search space
- search algorithm