A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods

DOI10.1023/B:JOGO.0000015311.63755.01zbMath1058.90041OpenAlexW2004123156MaRDI QIDQ1771071

Jie Sun, Xin-Wei Liu

Publication date: 7 April 2005

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:jogo.0000015311.63755.01

zbMATH Keywords

DecompositionInfeasible primal-dual interior point methodScenario analysisStochastic linear programs

Mathematics Subject Classification ID

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

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