Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support (Q3083296)

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Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support
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    Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support (English)
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    21 March 2011
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    linear-quadratic programming
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    Benders decomposition
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    large scale optimization
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    nondifferentiable convex optimization
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