Nested Decomposition of Multistage Convex Programs

DOI10.1137/0314027MaRDI QIDQ4099423zbMATH OpenOpenAlexFDO

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

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