Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems (Q2892332)
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scientific article; zbMATH DE number 6047445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems |
scientific article; zbMATH DE number 6047445 |
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18 June 2012
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stochastic programming
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large-scale optimization
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quadratic programming
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mean-variance optimization
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Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems (English)
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