The augmented system variant of IPMs in two-stage stochastic linear programming computation
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Publication:1278963
DOI10.1016/S0377-2217(96)00400-6zbMath0929.90066OpenAlexW1969321535MaRDI QIDQ1278963
Publication date: 18 January 2000
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(96)00400-6
Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Stochastic programming (90C15) Interior-point methods (90C51)
Related Items (6)
On sparse matrix orderings in interior point methods ⋮ A new class of preconditioners for large-scale linear systems from interior point methods for linear programming ⋮ Some insights into the solution algorithms for SLP problems ⋮ On the role of bounds in stochastic linear programming ⋮ Sparsity in convex quadratic programming with interior point methods ⋮ The BPMPD interior point solver for convex quadratic problems
Uses Software
Cites Work
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