On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs

Rui Chen, James R. Luedtke. On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs. INFORMS Journal on Computing, 34(4):2332-2349, 2022. [doi]

@article{ChenL22-81,
  title = {On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs},
  author = {Rui Chen and James R. Luedtke},
  year = {2022},
  doi = {10.1287/ijoc.2022.1185},
  url = {https://doi.org/10.1287/ijoc.2022.1185},
  researchr = {https://researchr.org/publication/ChenL22-81},
  cites = {0},
  citedby = {0},
  journal = {INFORMS Journal on Computing},
  volume = {34},
  number = {4},
  pages = {2332-2349},
}