lagrangian relaxations

Cutting plane reusing methods for multiple dual optimizations

  • Kouhei Harada
    • Categories Convex and Nonsmooth Optimization Tags ,

    We consider solving a group of dual optimization problems that share a core structure: Every primal problem of the group is obtained by the right-hand side variation of constraints in the original primal problem, while the other core part of the original primal problem, such as the objective and the left-hand side of the constraints, … Read more

    Index Policies and Performance Bounds for Dynamic Selection Problems

  • David B. Brown
  • James E. Smith
    • Categories Applications - OR and Management Sciences, Dynamic Programming Tags , , , ,

    We consider dynamic selection problems, where a decision maker repeatedly selects a set of items from a larger collection of available items. A classic example is the dynamic assortment problem with demand learning, where a retailer chooses items to offer for sale subject to a display space constraint. The retailer may adjust the assortment over … Read more