\(L\)-shaped algorithm for two stage problems of stochastic convex programming
type: Item
instance of: scholarly article
title: \(L\)-shaped algorithm for two stage problems of stochastic convex programming
zbMATH Open document ID: 1047.90037
DOI: 10.1007/BF02936091
author: Yufang Zhao
author: Heng-Yong Tang
published in: Journal of Applied Mathematics and Computing
publication date: 2004-05-18T00:00:00Z
review text: The paper studies two stage stochastic convex programming. Feasibility is considered for different cases. Some properties related to optimality cuts are presented. An algorithm based on the discussion of feasibility and optimality is proposed and numerical results for a small example are presented.
reviewed by: Gongyun Zhao
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 2064709
zbMATH Keywords: stochastic programming
zbMATH Keywords: convex programming
zbMATH Keywords: algorithms
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2064709