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}, }