Primal-dual constraint aggregation with application to stochastic programming (Q5933828)

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scientific article; zbMATH DE number 1604594
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Primal-dual constraint aggregation with application to stochastic programming
scientific article; zbMATH DE number 1604594

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    Primal-dual constraint aggregation with application to stochastic programming (English)
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    14 June 2001
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    constraint aggregation
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    decomposition
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    multistage stochastic programming
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