On the implementation of a log-barrier progressive hedging method for multistage stochastic programs (Q964982)
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scientific article; zbMATH DE number 5696606
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the implementation of a log-barrier progressive hedging method for multistage stochastic programs |
scientific article; zbMATH DE number 5696606 |
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On the implementation of a log-barrier progressive hedging method for multistage stochastic programs (English)
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21 April 2010
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progressive hedging method
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multistage stochastic programs
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Lagrangian dual
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log-barrier method
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numerical experiments
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polynomial-time complexity
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0.9222129
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0.90848494
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0.9032389
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0.89587796
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0.8952511
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0.8941253
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0.8938576
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0.89146614
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0.8863921
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