On augmented Lagrangian decomposition methods for multistage stochastic programs (Q1918433)

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scientific article; zbMATH DE number 912176
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On augmented Lagrangian decomposition methods for multistage stochastic programs
scientific article; zbMATH DE number 912176

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    On augmented Lagrangian decomposition methods for multistage stochastic programs (English)
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    18 March 1997
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    Jacobi method
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    parallel computation
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    decomposition
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    large convex optimization
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    augmented Lagrangians
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    multistage stochastic programming
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