A Riccati-based primal interior point solver for multistage stochastic programming ‐ extensions (Q4709730)
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scientific article; zbMATH DE number 1932807
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| English | A Riccati-based primal interior point solver for multistage stochastic programming ‐ extensions |
scientific article; zbMATH DE number 1932807 |
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A Riccati-based primal interior point solver for multistage stochastic programming ‐ extensions (English)
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4 February 2004
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stochastic programming
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interior point methods
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parallel computation
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Lagrangian relaxation
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0.99217534
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0.90926546
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0.9059438
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0.90075755
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0.89998424
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0.8998471
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