Scenario formulation of stochastic linear programs and the homogeneous self-dual interior-point method (Q2892301)

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scientific article; zbMATH DE number 6047418
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Scenario formulation of stochastic linear programs and the homogeneous self-dual interior-point method
scientific article; zbMATH DE number 6047418

    Statements

    18 June 2012
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    multistage stochastic linear programs
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    interior-point methods
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    decomposition
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    Scenario formulation of stochastic linear programs and the homogeneous self-dual interior-point method (English)
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