Augmented Lagrangian method within L-shaped method for stochastic linear programs (Q669327)
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scientific article; zbMATH DE number 7036686
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| English | Augmented Lagrangian method within L-shaped method for stochastic linear programs |
scientific article; zbMATH DE number 7036686 |
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Augmented Lagrangian method within L-shaped method for stochastic linear programs (English)
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15 March 2019
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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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projection method
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0.7835606932640076
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0.7766970992088318
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0.7681475877761841
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