Code and Data Repository for Generating Lagrangian cuts using normalized dual problems in multistage stochastic mixed-integer programming

The software and data in this repository are a snapshot of the software and data that were used in the research reported on in the paper Generating Lagrangian cuts using normalized dual problems in multistage stochastic mixed-integer programming by C. Füllner, X. A. Sun and S. Rebennack. The snapshot is based on this SHA in the development repository.