27 citations · 32 across the 4 of their papers we have counts for
4 papers · 1 filter
Instance Space Analysis for the Quadratic Assignment Problem
Jeffrey Christiansen, Kate Smith-Miles
For any optimisation problem where diverse algorithmic approaches are available, the task of predicting algorithm performance and selecting the algorithm most likely to perform wel…
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…
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…