A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs

A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs

Mathematical Programming, Series B

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Bibliographic Details
Main Author: Zhao, G.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Barrier function
Benders decomposition
Complexity
Interior point methods
Large-scale linear programming
Stochastic programming
Online Access:http://scholarbank.nus.edu.sg/handle/10635/102672
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Institution: National University of Singapore
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Summary:Mathematical Programming, Series B

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