A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
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Publication:1318278
DOI10.1007/BF01299391zbMath0795.90046MaRDI QIDQ1318278
Publication date: 27 March 1994
Published in: Computational Optimization and Applications (Search for Journal in Brave)
recourse; cutting plane methods; two-stage stochastic linear programming; cut dropping scheme; regularized stochastic decomposition algorithm
90C15: Stochastic programming
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Cites Work
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