A regularized stochastic decomposition algorithm for two-stage stochastic linear programs (Q1318278)
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scientific article; zbMATH DE number 540130
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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