Scenario formulation of stochastic linear programs and the homogeneous self-dual interior-point method

Scenario formulation of stochastic linear programs and the homogeneous self-dual interior-point method

10.1287/ijoc.1040.0112

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Bibliographic Details
Main Authors: Sun, J., Liu, X.
Other Authors: DECISION SCIENCES
Format: Article
Published: 2013
Subjects:
Decomposition
Interior-point methods
Multistage stochastic linear programs
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44074
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Institution: National University of Singapore
Description
Summary:10.1287/ijoc.1040.0112

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