On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach

DOI10.1016/j.ejor.2023.03.042MaRDI QIDQ6113326

Juan Francisco Monge, Jordi Castro, Laureano Fernando Escudero Bueno

Publication date: 11 July 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

stochastic programminglarge-scale optimizationinterior-point methodstwo-stage structuresstrategic and operational uncertainties

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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