Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming

DOI10.1137/19M1247796zbMath1461.90083OpenAlexW3010146039MaRDI QIDQ5853721

Junyi Liu, Suvrajeet Sen

Publication date: 11 March 2021

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m1247796

zbMATH Keywords

convergence ratesstochastic programmingdecomposition algorithms

Mathematics Subject Classification ID

Quadratic programming (90C20) Stochastic programming (90C15)

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