On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs.

Sat, 01 Jan 2022 00:00:00 +0100

Rui Chen , James R. Luedtke :
On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs. INFORMS J. Comput. 34(4): 2332-2349 (2022)