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Material for a decomposition short course I teach sometimes

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Decomposition methods for stochastic programming and robust optimisation

Short course

A short course taught in 4 sessions.

Table of content:

Benders decomposition
Column and constraint generation
Lagrangian decomposition
Progressive hedging

Editions

07.2022 - PUC-Rio

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Material for a decomposition short course I teach sometimes

CC0-1.0 license

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