Code and Data Repository for Generating Lagrangian cuts using normalized dual problems in multistage stochastic mixed-integer programming
Abstract
The software and data in this repository are a snapshot of the software and data that were used in the research reported on in the paper Generating Lagrangian cuts using normalized dual problems in multistage stochastic mixed-integer programming by C. Füllner, X. A. Sun and S. Rebennack. The snapshot is based on this SHA in the development repository.
Fields of Study & Subjects
Risk and Portfolio Optimization
Vehicle Routing Optimization Methods
Electric Power System Optimization
Publication details
- Journal / source
- INFORMS journal on computing
- Publisher
- Institute for Operations Research and the Management Sciences (INFORMS)
- Publication date
- 7 May 2026