A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming
From MaRDI portal
Publication:3635150
DOI10.1287/opre.50.5.904.360zbMath1163.90679OpenAlexW2036849753MaRDI QIDQ3635150
Bart Oldenkamp, Cees L. Dert, Arjan B. Berkelaar, Shu-Zhong Zhang
Publication date: 3 July 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5c2246b1721f5c592c87be1960067dc961058df0
Stochastic programming (90C15) Interior-point methods (90C51) Reasoning under uncertainty in the context of artificial intelligence (68T37)
Related Items
Parallelizable preprocessing method for multistage stochastic programming problems, On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems, Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms, On the implementation of a log-barrier progressive hedging method for multistage stochastic programs, Total allowable catch for managing squat lobster fishery using stochastic nonlinear programming, Supply chain management and advanced planning -- basics, overview and challenges, Supply chain management in forestry -- case studies at Södra cell AB, A CLASS OF MIX DESIGN PROBLEMS: FORMULATION, SOLUTION METHODS AND APPLICATIONS, A primal-dual decomposition algorithm for multistage stochastic convex programming, Accelerating techniques on nested decomposition
Uses Software
