Convergence of a weighted barrier decomposition algorithm for two-stage stochastic programming with discrete support (Q3083296)
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scientific article; zbMATH DE number 5868703
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| English | Convergence of a weighted barrier decomposition algorithm for two-stage stochastic programming with discrete support |
scientific article; zbMATH DE number 5868703 |
Statements
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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0.862148106098175
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0.7644403576850891
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0.7591418027877808
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0.7556473016738892
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