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Non-anticipativity constraints

In this form, the scenario subproblems are tied together only by the non-anticipativity constraints (9.22). This naturally leads to a decomposition based on the relaxation of the non-anticipativity constraints. [Pg.200]

The main idea of the algorithm of Caroe and Schultz [11] is to decompose a 2S-MILP into its scenarios by Lagrangian relaxation of the non-anticipativity constraints. In a Lagrangian relaxation, constraints are removed and included in the objective function with a penalty term. [Pg.200]

Equation (3.1) is to track completion of clinical trials. This is compulsory in order to define the non-anticipativity constraints. Variable i2ictg indicates the periods... [Pg.79]

Finally, as previously discussed, non-anticipativity constraints should be active until the differentiating trial of a pair of scenarios is finished This condition... [Pg.81]

Here, mcti c g is the copy or duplicated variable of mctg - Eollowing a similar reasoning, the other non-anticipativity constraints can be reformulated as follows. [Pg.87]


See other pages where Non-anticipativity constraints is mentioned: [Pg.200]    [Pg.24]    [Pg.79]    [Pg.81]    [Pg.86]    [Pg.183]    [Pg.200]    [Pg.24]    [Pg.79]    [Pg.81]    [Pg.86]    [Pg.183]    [Pg.61]    [Pg.40]    [Pg.33]    [Pg.642]    [Pg.79]    [Pg.957]    [Pg.188]    [Pg.138]    [Pg.352]    [Pg.267]   
See also in sourсe #XX -- [ Pg.196 , Pg.200 ]




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