Penalty Parameter Update Strategies in Progressive Hedging Algorithm

Zehtabian, Shohre; Bastin, Fabian

by Shohre Zehtabian and Fabian Bastin

Reference:

Penalty Parameter Update Strategies in Progressive Hedging Algorithm (Shohre Zehtabian and Fabian Bastin), Technical report CIRRELT-2016-12, CIRRELT, 2016.

Bibtex Entry:

@TechReport{ZehtBast16,
  Title                    = {Penalty Parameter Update Strategies in Progressive Hedging Algorithm},
  Author                   = {Shohre Zehtabian and Fabian Bastin},
  Institution              = {CIRRELT},
  Year                     = {2016},

  Address                  = {Montreal, QC, Canada},
  Number                   = {CIRRELT-2016-12}
}