An Augmented Lagrangian method for quasi-equilibrium problems
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DOI: 10.1007/s10589-020-00180-4
Abstract: In this paper, we propose an Augmented Lagrangian algorithm for solving a general class of possible non-convex problems called quasi-equilibrium problems (QEPs). We define an Augmented Lagrangian bifunction associated with QEPs, introduce a secondary QEP… read more here.
Keywords: lagrangian method; method quasi; augmented lagrangian; equilibrium problems ... See more keywords
Parallel Implementation of Augmented Lagrangian Method within L-Shaped Method for Stochastic Linear Programs
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DOI: 10.2298/fil1703799b
Abstract: In this paper, we study two-stage stochastic linear programming (SLP) problems with fixed recourse. The problem is often large scale as the objective function involves an expectation over a discrete set of scenarios. This paper… read more here.
Keywords: stochastic linear; lagrangian method; parallel implementation; method ... See more keywords