2 citations · 2 across the 3 of their papers we have counts for
3 papers
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…
A Relax-and-Decomposition Algorithm for a p-Robust Hub Location Problem
Saeid Abbasi Parizi, Mahdi Bashiri, Andrew Eberhard
In this paper, a non-linear p-robust hub location problem is extended to a risky environment where augmented chance constraint with a min-max regret form is employed to consider ne…
A version of bundle method with linear programming
Shuai Liu, Andrew Eberhard, Yousong Luo
Bundle methods have been intensively studied for solving both convex and nonconvex optimization problems. In most of the bundle methods developed thus far, at least one quadratic p…