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Combining Progressive Hedging with a Frank-Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming

Natashia Boland, Jeffrey Christiansen, Brian Dandurand, Andrew C. Eberhard, Jeff Linderoth, James R. Luedtke, Fabricio Oliveira. Combining Progressive Hedging with a Frank-Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming. SIAM Journal on Optimization, 28(2):1312-1336, 2018. [doi]

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