A cutting plane method from analytic centers for stochastic programming

DOI10.1007/BF01585552zbMath0855.90093OpenAlexW1980331059MaRDI QIDQ1922690

Jean-Philippe Vial, Jean-Louis Goffin, Olivier du Merle, Olivier Bahn

Publication date: 18 September 1996

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01585552

zbMATH Keywords

analytic centersinterior-point methodcutting planesdual block-angular structurestochastic linear programming problem with recourse

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (10)

Large-scale optimization with the primal-dual column generation method ⋮ Analytic center cutting plane methods for variational inequalities over convex bodies ⋮ Complexity of some cutting plane methods that use analytic centers ⋮ Solving nonlinear multicommodity flow problems by the analytic center cutting plane method ⋮ An interior-point Benders based branch-and-cut algorithm for mixed integer programs ⋮ Multicut Benders decomposition algorithm for process supply chain planning under uncertainty ⋮ Specialized fast algorithms for IQC feasibility and optimization problems. ⋮ A note on some analytic center cutting plane methods for convex feasibility and minimization problems ⋮ Complexity analysis of logarithmic barrier decomposition methods for semi-infinite linear programming ⋮ A primal-dual decomposition algorithm for multistage stochastic convex programming

Uses Software

• CPLEX
• LINPACK
• OSL

Cites Work

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