A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods (Q1771071)
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scientific article; zbMATH DE number 2153839
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| English | A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods |
scientific article; zbMATH DE number 2153839 |
Statements
A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods (English)
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7 April 2005
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Stochastic linear programs
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Infeasible primal-dual interior point method
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Scenario analysis
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Decomposition
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0.8057666420936584
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0.8036121726036072
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0.7801198363304138
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0.7777088284492493
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0.7764155864715576
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