A decomposition method for large scale MILPs, with performance guarantees and a power system application
All rights reserved. Lagrangian duality in mixed integer optimization is a useful framework for problem decomposition and for producing tight lower bounds to the optimal objective. However, in contrast to the convex case, it is generally unable to produce optimal solutions directly. In fact, solutio...
| Main Authors: | , , , , |
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| Format: | Journal article |
| Published: |
Elsevier
2016
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