A New Scenario Decomposition Method for Large-Scale Stochastic Optimization (Q4861361)
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scientific article; zbMATH DE number 834719
Language | Label | Description | Also known as |
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English | A New Scenario Decomposition Method for Large-Scale Stochastic Optimization |
scientific article; zbMATH DE number 834719 |
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A New Scenario Decomposition Method for Large-Scale Stochastic Optimization (English)
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16 January 1996
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parallel decomposition algorithm
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large, multistage stochastic optimization
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scenarios
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nonlinear interior point algorithm
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