On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
type: Item
instance of: scholarly article
title: On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
zbMATH Open document ID: 1189.65127
author: Xinwei Liu
author: Kim-Chuan Toh
author: Gongyun Zhao
published in: Journal of Computational and Applied Mathematics
publication date: 2010-04-21T00:00:00Z
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 5696606
zbMATH Keywords: progressive hedging method
zbMATH Keywords: multistage stochastic programs
zbMATH Keywords: Lagrangian dual
zbMATH Keywords: log-barrier method
zbMATH Keywords: numerical experiments
zbMATH Keywords: polynomial-time complexity
describes a project that uses: MSLiP
MaRDI profile type: Publication
full work available at URL: j.cam.2009.12.050
OpenAlex ID: W2062064054
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DOI: 10.1016/J.CAM.2009.12.050
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description: scientific article; zbMATH DE number 5696606