Browsing Preprints aus dem Institut für Mathematik by Subject "decomposition"

Now showing items 1-3 of 3

2005-11-04Buch

Duality gaps in nonconvex stochastic optimization

Dentcheva, Darinka; Römisch, Werner

We consider multistage stochastic optimization models. Logical or integrality constraints, frequently present in optimization models, limit the application of powerful convex analysis tools. Different Lagrangian relaxation ...
2002-05-31Buch

Lagrangian Decomposition of Mixed-Integer All-Quadratic Programs

Nowak, Ivo

The purpose of this paper is threefold. First we show that the Lagrangian dual of a block-separable mixed-integer all-quadratic program (MIQQP) can be formulated as an eigenvalue optimization problem keeping the block-separable ...
2005-11-04Buch

Multistage Stochastic Integer Programs

Römisch, Werner; Schultz, Rüdiger

We consider linear multistage stochastic integer programs and study their functional and dynamic programming formulations as well as conditions for optimality and stability of solutions. Furthermore, we study the application ...