Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design

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Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design

We present a method for bundling scenarios in a progressive hedging heuristic (PHH) applied to stochastic service network design, where the uncertain demand is represented by a finite number of scenarios. Given the number of scenario bundles, we first calculate a vector of probabilities for every sc...

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Bibliographic Details
Main Authors:	Jiang, Xiaoping, Bai, Ruibin, Wallace, Stein W., Kendall, Graham, Landa-Silva, Dario
Format:	Article
Language:	English
Published:	Elsevier 2020
Subjects:	Network design； Stochastic mixed-integer programs； Progressive hedging； Scenario bundling
Online Access:	https://eprints.nottingham.ac.uk/64316/

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