多阶段随机混合整数规划中使用归一化对偶问题生成拉格朗日割的代码与数据仓库

Code and Data Repository for Generating Lagrangian cuts using normalized dual problems in multistage stochastic mixed-integer programming

INFORMS journal on computing · 2026
被引 0
人大 BUTD24ABS 3

中文导读

该仓库提供了论文中用于生成拉格朗日割的软件和数据快照,面向研究多阶段随机混合整数规划的学者,便于复现实验。

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.

随机规划混合整数规划拉格朗日松弛算法实现