Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support
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Publication:3083296
DOI10.1137/080741380zbMath1211.90149OpenAlexW2005530272MaRDI QIDQ3083296
M. Gokhan Özevin, Sanjay Mehrotra
Publication date: 21 March 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/080741380
Benders decompositionlarge scale optimizationnondifferentiable convex optimizationlinear-quadratic programming
Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Interior-point methods (90C51)
Related Items (2)
Nonconvex sensitivity-based generalized Benders decomposition ⋮ Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization
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