Smoothing techniques and augmented Lagrangian method for recourse problem of two-stage stochastic linear programming

DOI10.1155/2013/735916zbMath1271.90047OpenAlexW2064310469WikidataQ59004152 ScholiaQ59004152MaRDI QIDQ364501

Saeed Ketabchi, Malihe Behboodi-Kahoo

Publication date: 9 September 2013

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/735916

Mathematics Subject Classification ID

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

Related Items

Parallel implementation of augmented Lagrangian method within L-shaped method for stochastic linear programs ⋮ Smooth augmented Lagrangian method for twin bounded support vector machine

Uses Software

• SSVM

Cites Work

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