Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems

L. Escudero (), M. Garín (), G. Pérez () and A. Unzueta ()

TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, vol. 20, issue 2, 347-374

Keywords: Two-stage stochastic integer programming; Lagrangian Decomposition; Subgradient Method; Volume Algorithm; Progressive Hedging Algorithm and Dynamic Constrained Cutting Plane scheme; 90; 90-08; 90C06; 90C11; 90C15 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s11750-011-0237-1

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