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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references