A Study of the Augmented System and Column-Splitting Approaches for Solving Two-Stage Stochastic Linear Programs by Interior-Point Methods (Q4869762)
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scientific article; zbMATH DE number 854975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Study of the Augmented System and Column-Splitting Approaches for Solving Two-Stage Stochastic Linear Programs by Interior-Point Methods |
scientific article; zbMATH DE number 854975 |
Statements
A Study of the Augmented System and Column-Splitting Approaches for Solving Two-Stage Stochastic Linear Programs by Interior-Point Methods (English)
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19 August 1996
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two-stage stochastic programming
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robustness of interior-point methods
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augmented system approach
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column-splitting approach
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block-structured matrices
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Schur complement approach
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