Some advances in decomposition methods for stochastic linear programming

DOI10.1023/A:1018965626303MaRDI QIDQ1289300zbMATH OpenOpenAlexFDO

Authors Andrzej Ruszczyński

Publication date 28 June 1999

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1018965626303

zbMATH Keywords

augmented Lagrangiansplitting methodsprimal methodscutting plane methodsdual methodslinear multi-stage stochastic programming

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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