Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems (Q2892332): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:33, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems |
scientific article |
Statements
Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems (English)
0 references
18 June 2012
0 references
stochastic programming
0 references
large-scale optimization
0 references
quadratic programming
0 references
mean-variance optimization
0 references
