A cutting plane method from analytic centers for stochastic programming (Q1922690)
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scientific article
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English | A cutting plane method from analytic centers for stochastic programming |
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A cutting plane method from analytic centers for stochastic programming (English)
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18 September 1996
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interior-point method
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stochastic linear programming problem with recourse
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dual block-angular structure
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cutting planes
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analytic centers
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