A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
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Publication:1318278
DOI10.1007/BF01299391zbMath0795.90046OpenAlexW2087385371MaRDI QIDQ1318278
Publication date: 27 March 1994
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01299391
recoursecutting plane methodstwo-stage stochastic linear programmingcut dropping schemeregularized stochastic decomposition algorithm
Related Items (2)
Finite master programs in regularized stochastic decomposition ⋮ Divide to conquer: decomposition methods for energy optimization
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Cites Work
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