A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
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Publication:5943079
DOI10.1007/s101070100229zbMath1023.90045MaRDI QIDQ5943079
Publication date: 12 November 2003
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
interior point methods; barrier functions; Benders decomposition; discrete random elements; large scale linear programming problems; two-stage stochastic linear programs
90C06: Large-scale problems in mathematical programming
90C60: Abstract computational complexity for mathematical programming problems
90C05: Linear programming
90C15: Stochastic programming
90C51: Interior-point methods
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