Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse (Q3100401)

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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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