Dual decomposition in stochastic integer programming:
Abstract: "We present an algorithm for solving stochastic integer programming problems with recourse, based on a dual decomposition scheme and Lagrangian relaxation. The approach can be applied to multi-stage problems with mixed-integer variables in each time stage. Numerical experience is pres...
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin
Konrad-Zuse-Zentrum für Informationstechnik
1996
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| Series: | Preprint SC / Konrad-Zuse-Zentrum für Informationstechnik Berlin
1996,46 |
| Subjects: | |
| Summary: | Abstract: "We present an algorithm for solving stochastic integer programming problems with recourse, based on a dual decomposition scheme and Lagrangian relaxation. The approach can be applied to multi-stage problems with mixed-integer variables in each time stage. Numerical experience is presented for some two-stage test problems." |
| Physical Description: | 13 S. |
Staff View
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| 100 | 1 | |a Carøe, Claus C. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Dual decomposition in stochastic integer programming |c Claus C. Carøe ; Rüdiger Schultz |
| 264 | 1 | |a Berlin |b Konrad-Zuse-Zentrum für Informationstechnik |c 1996 | |
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| 650 | 4 | |a Branch and bound algorithms | |
| 650 | 4 | |a Integer programming | |
| 650 | 4 | |a Relaxation methods (Mathematics) | |
| 650 | 4 | |a Stochastic programming | |
| 700 | 1 | |a Schultz, Rüdiger |e Verfasser |4 aut | |
| 810 | 2 | |a Konrad-Zuse-Zentrum für Informationstechnik Berlin |t Preprint SC |v 1996,46 |w (DE-604)BV004801715 |9 1996,46 | |
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Record in the Search Index
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| bvnumber | BV017187171 |
| classification_rvk | SS 4777 |
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| id | DE-604.BV017187171 |
| illustrated | Not Illustrated |
| indexdate | 2025-01-10T17:07:56Z |
| institution | BVB |
| language | English |
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| physical | 13 S. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
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| publisher | Konrad-Zuse-Zentrum für Informationstechnik |
| record_format | marc |
| series2 | Preprint SC / Konrad-Zuse-Zentrum für Informationstechnik Berlin |
| spelling | Carøe, Claus C. Verfasser aut Dual decomposition in stochastic integer programming Claus C. Carøe ; Rüdiger Schultz Berlin Konrad-Zuse-Zentrum für Informationstechnik 1996 13 S. txt rdacontent n rdamedia nc rdacarrier Preprint SC / Konrad-Zuse-Zentrum für Informationstechnik Berlin 1996,46 Abstract: "We present an algorithm for solving stochastic integer programming problems with recourse, based on a dual decomposition scheme and Lagrangian relaxation. The approach can be applied to multi-stage problems with mixed-integer variables in each time stage. Numerical experience is presented for some two-stage test problems." Branch and bound algorithms Integer programming Relaxation methods (Mathematics) Stochastic programming Schultz, Rüdiger Verfasser aut Konrad-Zuse-Zentrum für Informationstechnik Berlin Preprint SC 1996,46 (DE-604)BV004801715 1996,46 |
| spellingShingle | Carøe, Claus C. Schultz, Rüdiger Dual decomposition in stochastic integer programming Branch and bound algorithms Integer programming Relaxation methods (Mathematics) Stochastic programming |
| title | Dual decomposition in stochastic integer programming |
| title_auth | Dual decomposition in stochastic integer programming |
| title_exact_search | Dual decomposition in stochastic integer programming |
| title_full | Dual decomposition in stochastic integer programming Claus C. Carøe ; Rüdiger Schultz |
| title_fullStr | Dual decomposition in stochastic integer programming Claus C. Carøe ; Rüdiger Schultz |
| title_full_unstemmed | Dual decomposition in stochastic integer programming Claus C. Carøe ; Rüdiger Schultz |
| title_short | Dual decomposition in stochastic integer programming |
| title_sort | dual decomposition in stochastic integer programming |
| topic | Branch and bound algorithms Integer programming Relaxation methods (Mathematics) Stochastic programming |
| topic_facet | Branch and bound algorithms Integer programming Relaxation methods (Mathematics) Stochastic programming |
| volume_link | (DE-604)BV004801715 |
| work_keys_str_mv | AT carøeclausc dualdecompositioninstochasticintegerprogramming AT schultzrudiger dualdecompositioninstochasticintegerprogramming |