Solving stochastic linear programs with restricted recourse using interior point methods

DOI10.1023/A:1008772217145zbMath0947.90081OpenAlexW1535966122MaRDI QIDQ1567483

Patrizia Beraldi, Chefi Triki, Roberto Musmanno

Publication date: 29 October 2000

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008772217145

zbMATH Keywords

interior point methodsstochastic linear programsrestricted recoursestructured matrix factorization

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15) Interior-point methods (90C51)

Related Items (4)

Solving a hub location-routing problem with a queue system under social responsibility by a fuzzy meta-heuristic algorithm ⋮ Risk-averse two-stage stochastic programs in furniture plants ⋮ Limited recourse in two-stage stochastic linear programs ⋮ SICOpt: Solution approach for nonlinear integer stochastic programming problems

Uses Software

• LOQO

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