A global filtering algorithm for linear programming problems with stochastic elements

DOI10.1007/S001860050029zbMATH Open0927.90088OpenAlexW1967687131MaRDI QIDQ1298687

Sichong Guan, Shu-Cherng Fang

Publication date: 13 December 1999

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860050029

zbMATH Keywords

Kalman filteringinfeasible-interior-point methodglobal filtering algorithm

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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