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most citedA Cycle-Based Formulation and Valid Inequalities for DC Power Transmission Problems with Switching

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math.OC2017

Combining Progressive Hedging with a Frank-Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming

Natashia Boland, Jeffrey Christiansen, Brian Dandurand +3

We present a new primal-dual algorithm for computing the value of the Lagrangian dual of a stochastic mixed-integer program (SMIP) formed by relaxing its nonanticipativity constrai…