27 citations · 34 across the 6 of their papers we have counts for
4 papers · 1 filter
A novel dual-decomposition method for non-convex two-stage stochastic mixed-integer quadratically constrained quadratic problems
Nikita Belyak, Fabricio Oliveira
We propose the novel p-branch-and-bound method for solving two-stage stochastic programming problems whose deterministic equivalents are represented by non-convex mixed-integer qua…
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…