Smoothing techniques and augmented Lagrangian method for recourse problem of two-stage stochastic linear programming

DOI10.1155/2013/735916MaRDI QIDQ364501zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Saeed Ketabchi, Malihe Behboodi-Kahoo

Publication date 9 September 2013

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2013/735916

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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• On the minimum norm solution of linear programs
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• Recent Advances in Constraints
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Cited in

(3)

• Parallel implementation of augmented Lagrangian method within L-shaped method for stochastic linear programs
• scientific article; zbMATH DE number 6160116 (Why is no real title available?)
• Smooth augmented Lagrangian method for twin bounded support vector machine

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Uses Software

• SSVM

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