On the implementation of a log-barrier progressive hedging method for multistage stochastic programs

10.1016/j.cam.2009.12.050

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Bibliographic Details
Main Authors:	Liu, X., Toh, K.-C., Zhao, G.
Other Authors:	MATHEMATICS
Format:	Article
Published:	2014
Subjects:	Lagrangian dual Log-barrier method Multistage stochastic programs Progressive hedging method
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/103807
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-103807
record_format	dspace
spelling	sg-nus-scholar.10635-1038072023-10-31T07:13:46Z On the implementation of a log-barrier progressive hedging method for multistage stochastic programs Liu, X. Toh, K.-C. Zhao, G. MATHEMATICS Lagrangian dual Log-barrier method Multistage stochastic programs Progressive hedging method 10.1016/j.cam.2009.12.050 Journal of Computational and Applied Mathematics 234 2 579-592 2014-10-28T02:41:43Z 2014-10-28T02:41:43Z 2010-05-15 Article Liu, X., Toh, K.-C., Zhao, G. (2010-05-15). On the implementation of a log-barrier progressive hedging method for multistage stochastic programs. Journal of Computational and Applied Mathematics 234 (2) : 579-592. ScholarBank@NUS Repository. https://doi.org/10.1016/j.cam.2009.12.050 03770427 http://scholarbank.nus.edu.sg/handle/10635/103807 000276790000021 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Lagrangian dual Log-barrier method Multistage stochastic programs Progressive hedging method
spellingShingle	Lagrangian dual Log-barrier method Multistage stochastic programs Progressive hedging method Liu, X. Toh, K.-C. Zhao, G. On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
description	10.1016/j.cam.2009.12.050
author2	MATHEMATICS
author_facet	MATHEMATICS Liu, X. Toh, K.-C. Zhao, G.
format	Article
author	Liu, X. Toh, K.-C. Zhao, G.
author_sort	Liu, X.
title	On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
title_short	On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
title_full	On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
title_fullStr	On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
title_full_unstemmed	On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
title_sort	on the implementation of a log-barrier progressive hedging method for multistage stochastic programs
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/103807
_version_	1781787778904752128

On the implementation of a log-barrier progressive hedging method for multistage stochastic programs

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