A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (Q1769066): Difference between revisions

@@ Property / cites work @@
+Q3134873
@@ Property / cites work: Q3134873 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Modeling investment uncertainty in the costs of global \(CO_2\) emission policy
+Normal rank
@@ Property / cites work @@
+Q4251881
@@ Property / cites work: Q4251881 / rank @@
+Normal rank
@@ Property / cites work @@
+Scenario analysis via bundle decomposition
@@ Property / cites work: Scenario analysis via bundle decomposition / rank @@
+Normal rank
@@ Property / cites work @@
+The Allocation of Aircraft to Routes—An Example of Linear Programming Under Uncertain Demand
+Normal rank
@@ Property / cites work @@
+A Successive Linear Approximation Procedure for Stochastic, Dynamic Vehicle Allocation Problems
+Normal rank
@@ Property / cites work @@
+MSLiP: A computer code for the multistage stochastic linear programming problem
+Normal rank
@@ Property / cites work @@
+Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management
+Normal rank
@@ Property / cites work @@
+A sufficient condition for self-concordance, with application to some classes of structured convex programming problems
+Normal rank
@@ Property / cites work @@
+Stochastic decomposition. A statistical method for large scale stochastic linear programming
+Normal rank
@@ Property / cites work @@
+Interior-point methods for convex programming
@@ Property / cites work: Interior-point methods for convex programming / rank @@
+Normal rank
@@ Property / cites work @@
+A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+Applying the progressive hedging algorithm to stochastic generalized networks
+Normal rank
@@ Property / cites work @@
+Q4324980
@@ Property / cites work: Q4324980 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-stage stochastic optimization applied to energy planning
+Normal rank
@@ Property / cites work @@
+Stochastic programming in production planning: a case with none-simple recourse
+Normal rank
@@ Property / cites work @@
+Scenarios and Policy Aggregation in Optimization Under Uncertainty
+Normal rank
@@ Property / cites work @@
+On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization
+Normal rank
@@ Property / cites work @@
+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Interior-point methods with decomposition for solving large-scale linear programs
+Normal rank
@@ Property / cites work @@
+A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
+Normal rank