Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems (Q2892332)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems |
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Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems (English)
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18 June 2012
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stochastic programming
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large-scale optimization
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quadratic programming
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mean-variance optimization
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