Formulating Two-Stage Stochastic Programs for Interior Point Methods
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Publication:3988906
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- Splitting dense columns of constraint matrix in interior point methods for large scale linear programming11The results discussed in the paper have been obtained when the author was staying at LAMSADE, University of Paris Dauphine, Place du Marechal de Lattre de Tassigny, 75775 Paris Cedex 16, France$ef:22A preliminary version of the paper has been presented at the Applied Mathematical Programming and Modelling Symposium APMOD’91 in London, January 14-…
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