Primal-dual constraint aggregation with application to stochastic programming

DOI10.1023/A:1019232731587zbMath0990.90080OpenAlexW61514116MaRDI QIDQ5933828

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Publication date: 14 June 2001

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1019232731587

zbMATH Keywords

decompositionconstraint aggregationmultistage stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

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