31 citations · 97 across the 10 of their papers we have counts for
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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…
math.OC2017★ 27 cited
A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
Brian Dandurand, Natashia Boland, Jeffrey Christiansen +2
We contribute improvements to a Lagrangian dual solution approach applied to large-scale optimization problems whose objective functions are convex, continuously differentiable and…