A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
type: Item
instance of: scholarly article
title: A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
zbMATH Open document ID: 1058.90041
DOI: 10.1023/B:JOGO.0000015311.63755.01
author: Jie Sun
author: Xinwei Liu
published in: Journal of Global Optimization
publication date: 2005-04-07T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C51
Mathematics Subject Classification ID: 90C05
zbMATH DE Number: 2153839
zbMATH Keywords: Stochastic linear programs
zbMATH Keywords: Infeasible primal-dual interior point method
zbMATH Keywords: Scenario analysis
zbMATH Keywords: Decomposition
MaRDI profile type: Publication
full work available at URL: b:jogo.0000015311.63755.01
OpenAlex ID: W2004123156
description: scientific article; zbMATH DE number 2153839