A warm-start approach for large-scale stochastic linear programs
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Publication:535016
DOI10.1007/s10107-009-0290-9zbMath1216.90063WikidataQ64457963 ScholiaQ64457963MaRDI QIDQ535016
Jacek Gondzio, Marco Colombo, Andreas Grothey
Publication date: 11 May 2011
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/9131436/A_warm_start_approach_for_large_scale_stochastic_linear_programs.pdf
90C06: Large-scale problems in mathematical programming
90C15: Stochastic programming
90C51: Interior-point methods
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