Parallel implementation of augmented Lagrangian method within L-shaped method for stochastic linear programs (Q5005870)

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scientific article; zbMATH DE number 7380896
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Parallel implementation of augmented Lagrangian method within L-shaped method for stochastic linear programs
scientific article; zbMATH DE number 7380896

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    Parallel implementation of augmented Lagrangian method within L-shaped method for stochastic linear programs (English)
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    11 August 2021
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    two-stage stochastic linear programming
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    recourse problem
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    L-shaped method
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    augmented Lagrangian method
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    parallel computing
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