Jul 2026
Generating Lagrangian Cuts Using Normalized Dual Problems in Multistage Stochastic Mixed-Integer Programming
A framework to generate Lagrangian cuts in multistage stochastic mixed-integer linear programming by solving normalized dual problems by solving normalized dual problems is presented.
Christian Füllner, X. A. Sun, Steffen Rebennack
· INFORMS journal on computing · 1 citation
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