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Showing 1 to 5 of 5 for “"Lagrangian Decomposition"”.
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Convex relaxation methods for graphical models : Lagrangian and maximum entropy approaches
… general problem is intractable, so we consider a Lagrangian relaxation (LR) approach to obtain a tractable dual problem. This involves using the Lagrangian decomposition technique to break up an intractable graph into tractable subgraphs, such as small "blocks" of nodes, embedded trees or thin …
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Co-optimization of Energy and Interruptible Load Reserve for a Strategic Major Consumer of Electricity
… method to compute optimal strategies using Lagrangian decomposition methods. This model is developed for major manufacturers who are required to achieve a total production level over a short- or long-term time horizon and can shift consumption of electricity by utilizing flexibility in their …
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Parallel algorithms for two-stage stochastic optimization
… program at the root vertex. We propose two decomposition schemes namely the Split-and-Merge (SAM) method and the Lagrangian Decomposition and Merge (LDAM) method that significantly increase the convergence rate of benders decomposition. SAM method gives up to 64% reduction in solution time …
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Polynomial Time Algorithms for Transportation and Inventory Management in Serial Supply Chain with Multi-Module Capacitated Vehicles
… n = 1. These algorithms are embedded within a Lagrangian decomposition framework to solve the corresponding multi-item problems. Computational results show substantial improvements over Gurobi 9.0 in both performance and robustness. Finally, we study serial supply chain models in which goods …
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Decomposition-based, complementarity models for renewable energy generation system design optimization
… making towards an overall optimal system design. Decomposition-based design optimization techniques provide the theoretical and computational framework for implementing such design processes. Existing models in the decomposition-based design optimization literature lie largely within the realm of …