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A regularized stochastic decomposition algorithm for two-stage stochastic linear programs - MaRDI portal

A regularized stochastic decomposition algorithm for two-stage stochastic linear programs (Q1318278)

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scientific article; zbMATH DE number 540130
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English
A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
scientific article; zbMATH DE number 540130

    Statements

    A regularized stochastic decomposition algorithm for two-stage stochastic linear programs (English)
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    27 March 1994
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    cutting plane methods
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    regularized stochastic decomposition algorithm
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    two-stage stochastic linear programming
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    recourse
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    cut dropping scheme
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