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- W14353188 abstract "We describe a decomposition algorithm that combines Benders and scenario-based Lagrangean decomposition for two-stage stochastic programming investment planning problems with complete recourse. The first-stage variables are mixed-integer and the second-stage variables are continuous. The algorithm is based on the cross- decomposition scheme and fully integrates primal and dual information in terms of primal-dual multi-cuts added to the Benders and the Lagrangean master problems for each scenario. The benefits of the cross-decomposition scheme are demonstrated with an illustrative case study for a facility location problem with risk of disruptions." @default.
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- W14353188 date "2014-01-01" @default.
- W14353188 modified "2023-10-16" @default.
- W14353188 title "A Novel Cross-decomposition Multi-cut Scheme for Two-Stage Stochastic Programming" @default.
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- W14353188 doi "https://doi.org/10.1016/b978-0-444-63456-6.50041-7" @default.
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