Now showing items 1-3 of 3

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      Generating cluster submodels from two-stage stochastic mixed integer optimization models 

      Eguía Ribero, María Isabel; Garín Martín, María Araceli; Unzueta Inchaurbe, Aitziber (2018-10-22)
      Stochastic optimization problems of practical applications lead, in general, to some large models. The size of those models is linked to the number of scenarios that defines the scenario tree. This number of scenarios can ...
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      Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems 

      Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Pérez Sainz de Rozas, Gloria; Unzueta Inchaurbe, Aitziber (2010-07)
      In this paper we study solution methods for solving the dual problem corresponding to the Lagrangean Decomposition of two stage stochastic mixed 0-1 models. We represent the two stage stochastic mixed 0-1 problem by a ...
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      Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization 

      Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Pérez Sainz de Rozas, Gloria; Unzueta Inchaurbe, Aitziber (2012)
      In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration ...