Generalized Dual Decomposition replaces linear regularizers with nonlinear ones in dual decomposition to achieve strong duality and global optimality for mixed-integer two-stage stochastic programs while retaining parallelization.
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Generalized Dual Decomposition
Generalized Dual Decomposition replaces linear regularizers with nonlinear ones in dual decomposition to achieve strong duality and global optimality for mixed-integer two-stage stochastic programs while retaining parallelization.