Generating Lagrangian Cuts Using Normalized Dual Problems in Multistage Stochastic Mixed-Integer Programming

• Christian Füllner

  Corresponding Author

  Christian Füllner

  Institute for Operations Research, Stochastic Optimization, Karlsruhe Institute of Technology, 76131 Karlsruhe, Germany

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• X. Andy Sun

  X. Andy Sun

  https://orcid.org/0000-0003-3917-9418

  Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Massachusetts 02142

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• Steffen Rebennack

  Steffen Rebennack

  https://orcid.org/0000-0002-8501-2785

  Institute for Operations Research, Stochastic Optimization, Karlsruhe Institute of Technology, 76131 Karlsruhe, Germany

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