An application of Lagrangian relaxation to a capacity planning problem under uncertainty.
Cormac LucasSeyyed Ali MirHassaniGautam MitraChandra A. PoojariPublished in: J. Oper. Res. Soc. (2001)
Keyphrases
- lagrangian relaxation
- capacity planning
- integer programming
- stochastic programming
- feasible solution
- supply chain
- lower bound
- column generation
- supply chain management
- linear programming
- np hard
- robust optimization
- dual decomposition
- branch and bound algorithm
- dynamic programming
- lower and upper bounds
- lagrangian heuristic
- shortest path
- mixed integer programming
- linear program
- network management
- cutting plane algorithm
- learning algorithm
- traveling salesman problem
- graphical models
- optimization problems
- upper bound
- cost function
- data mining