Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse (Q3100401)
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English | Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse |
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Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse (English)
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24 November 2011
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two-stage stochastic programming
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linear-quadratic programming
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Bender's decomposition
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large-scale optimization
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nondifferentiable convex optimization
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