Progressive hedging-based metaheuristics for stochastic network design
โ Scribed by Teodor Gabriel Crainic; Xiaorui Fu; Michel Gendreau; Walter Rei; Stein W. Wallace
- Publisher
- John Wiley and Sons
- Year
- 2011
- Tongue
- English
- Weight
- 131 KB
- Volume
- 58
- Category
- Article
- ISSN
- 0028-3045
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
A progressive hedging method incorporated with self-concordant barrier for solving multistage stochastic programs is proposed recently by Zhao [G. Zhao, A Lagrangian dual method with self-concordant barrier for multistage stochastic convex nonlinear programming, Math. Program. 102 (2005) 1-24]. The
The continuous network design problem (CNDP) is known to be difficult to solve due to the intrinsic properties of non-convexity and nonlinearity. Such kinds of CNDP can be formulated as a bi-level programme, in which the upper level represents the designer's decisions and the lower level the travell