27 citations · 45 across the 13 of their papers we have counts for
5 papers · 1 filter
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 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…
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…
Combining Penalty-based and Gauss-Seidel Methods for solving Stochastic Mixed-Integer Problems
Fabricio Oliveira, Jeffrey Christiansen, Brian Dandurand +1
In this paper, we propose a novel decomposition approach for mixed-integer stochastic programming (SMIP) problems that is inspired by the combination of penalty-based Lagrangian an…
Outer limits of subdifferentials for min-max type functions
Andrew Eberhard, Vera Roshchina, Tian Sang
We generalise the outer subdifferential constructon suggested by Cánovas, Henrion, López and Parra for max type functions to pointwise minima of regular Lipschitz functions. We als…