A Frank–Wolfe Progressive Hedging Algorithm for Improved Lower Bounds in Stochastic SCUC
نویسندگان
چکیده
منابع مشابه
Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
We present a method for computing lower bounds in the Progressive Hedging Algorithm (PHA) for two-stage and multi-stage stochastic mixedinteger programs. Computing lower bounds in the PHA allows one to assess the quality of the solutions generated by the algorithm contemporaneously. The lower bounds can be computed in any iteration of the algorithm by using dual prices that are calculated durin...
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This results in this paper have been merged with the result in arXiv:1003.0167. The authors would like to withdraw this version. Please see arXiv:1008.5356 for the merged version.
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ژورنال
عنوان ژورنال: IEEE Access
سال: 2019
ISSN: 2169-3536
DOI: 10.1109/access.2019.2927346