Lagrangian-based decomposition methods

Projects

p-Lagrangian relaxation

Efficient decomposition methods for MIQCQPs using Lagrangian decomposition and parallelisation

Blood units inventory management

Defining optimal inventory control policies using stochastic programming.

Publications

Combining penalty-based and Gauss-Seidel methods for solving stochastic mixed-integer problems (2020)

A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems (2019)

Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming (2018)

A Lagrangean decomposition approach for oil supply chain investment planning under uncertainty with risk considerations (2013)