Efficient solution of two-stage stochastic linear programs using interior point methods
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Publication:1803648
DOI10.1007/BF00249637zbMath0792.90051OpenAlexW2022985590MaRDI QIDQ1803648
John R. Birge, Derek F. Holmes
Publication date: 29 June 1993
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00249637
Linear programming (90C05) Stochastic programming (90C15) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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