Nested Decomposition of Multistage Convex Programs

DOI10.1137/0314027zbMATH Open0333.90039OpenAlexW1983862174MaRDI QIDQ4099423FDOQ4099423

Authors: Richard P. O'Neill 

Publication date: 1976

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0314027

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05)

Cited In (5)

• Nested decomposition of multistage nonlinear programs with recourse
• A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems
• MSLiP: A computer code for the multistage stochastic linear programming problem
• Multivariate McCormick relaxations
• Parallel decomposition of large-scale stochastic nonlinear programs

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