A cutting plane method from analytic centers for stochastic programming
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Publication:1922690
DOI10.1007/BF01585552zbMath0855.90093OpenAlexW1980331059MaRDI QIDQ1922690
Jean-Philippe Vial, Jean-Louis Goffin, Olivier du Merle, Olivier Bahn
Publication date: 18 September 1996
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01585552
analytic centersinterior-point methodcutting planesdual block-angular structurestochastic linear programming problem with recourse
Related Items
Large-scale optimization with the primal-dual column generation method, Analytic center cutting plane methods for variational inequalities over convex bodies, Complexity of some cutting plane methods that use analytic centers, Solving nonlinear multicommodity flow problems by the analytic center cutting plane method, An interior-point Benders based branch-and-cut algorithm for mixed integer programs, Multicut Benders decomposition algorithm for process supply chain planning under uncertainty, Specialized fast algorithms for IQC feasibility and optimization problems., A note on some analytic center cutting plane methods for convex feasibility and minimization problems, Complexity analysis of logarithmic barrier decomposition methods for semi-infinite linear programming, A primal-dual decomposition algorithm for multistage stochastic convex programming
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