scientific article; zbMATH DE number 1241478

zbMath0966.90056MaRDI QIDQ4225025

János Mayer

Publication date: 18 January 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic decompositioncomputational stochastic programmingcomputer implementationcutting plane methodstwo stagereduced gradient methodregularized decompositiontesting environmentcomparative computational resultscomparison of solution algorithmsjointly chance constrainedsuccessive discrete approximation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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Uses Software

• EMP
• SLP-IOR
• GAMS
• ACCPM

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