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Integration of progressive hedging and dual decomposition in stochastic integer programs
12 references·1 citing·30 second hop
Integration of progressive hedging and dual decomposition in stochastic integer programs (2015)Integration of progressive hedging and du…Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs (2016)Obtaining lower bounds from t…PySP: modeling and solving stochastic programs in Python (2012)PySP: modeling and solving st…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems (2010)Progressive hedging innovatio…Algorithms for Stochastic Mixed-Integer Programming Models (2005)Algorithms for Stochastic Mix…A Scenario Aggregation–Based Approach for Determining a Robust Airline Fleet Composition for Dynamic Capacity Allocation (2005)A Scenario Aggregation–Based …A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems (2004)A Branch-and-Price Algorithm …A scenario aggregation based approach for determining a robust airline fleet composition (2002)A scenario aggregation based …Dual decomposition in stochastic integer programming (1999)Dual decomposition in stochas…Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming (1996)Progressive hedging and tabu …The integer L-shaped method for stochastic integer programs with complete recourse (1993)The integer L-shaped method f…Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Scenarios and Policy Aggregat…A two stage stochastic programming for asset protection routing and a solution algorithm based on the Progressive Hedging algorithm (2021)A two stage stochastic progra…Introduction to Stochastic Programming (1998)Conditional value-at-risk for general loss distributions (2002)Workforce planning at USPS mail processing and distribution centers using stochastic optimization (2007)Cutting Planes for Multistage Stochastic Integer Programs (2008)Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs (2012)Stochastic Network Programming for Financial Planning Problems (1992)A class of stochastic programs withdecision dependent random elements (1998)Progressive hedging‐based metaheuristics for stochastic network design (2011)Stochastic Programming (2010)A multi-stage stochastic programming model for relief distribution considering the state of road network (2019)Dynamic Version of the Economic Lot Size Model (1958)Dynamic Version of the Economic Lot Size Model (2004)Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems (2009)On mixing sets arising in chance-constrained programming (2010)A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice (2019)Lectures on Stochastic Programming: Modeling and Theory (2009)Stochastic optimization models in forest planning: a progressive hedging solution approach (2014)A multi-stage stochastic programming approach for supply chain risk mitigation via product substitution (2020)Scenario reduction and scenario tree generation for stochastic programming using Sinkhorn distance (2022)A stochastic programming approach for supply chain network design under uncertainty (2004)Resource allocation when planning for simultaneous disasters (2018)A scenario-based hybrid robust and stochastic approach for joint planning of relief logistics and casualty distribution considering secondary disasters (2020)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Scenarios for Multistage Stochastic Programs (2000)Optimization under uncertainty: state-of-the-art and opportunities (2003)A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty (2003)Stochastic dual dynamic integer programming (2018)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Risk-averse two-stage stochastic programming with an application to disaster management (2011)
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References

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  • 1993The integer L-shaped method for stochastic integer programs with complete recourse778 cited
  • 1999Dual decomposition in stochastic integer programming539 cited
  • 2010Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems342 cited
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  • 1996Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming178 cited
  • 2004A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems153 cited
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  • 2012PySP: modeling and solving stochastic programs in Python121 cited
  • 2005A Scenario Aggregation–Based Approach for Determining a Robust Airline Fleet Composition for Dynamic Capacity Allocation92 cited
  • 2002A scenario aggregation based approach for determining a robust airline fleet composition25 cited

Cited by

  • 2021A two stage stochastic programming for asset protection routing and a solution algorithm based on the Progressive Hedging algorithm25 cited

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