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Accelerating the regularized decomposition method for two stage stochastic linear problems - MaRDI portal

Accelerating the regularized decomposition method for two stage stochastic linear problems (Q1278964)

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scientific article; zbMATH DE number 1255862
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Accelerating the regularized decomposition method for two stage stochastic linear problems
scientific article; zbMATH DE number 1255862

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    Accelerating the regularized decomposition method for two stage stochastic linear problems (English)
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    28 February 1999
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    non-smooth optimization
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    regularized decomposition
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    two stage stochastic problems
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