A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods

A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods

10.1023/B:JOGO.0000015311.63755.01

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Bibliographic Details
Main Authors: Liu, X., Sun, J.
Other Authors: SINGAPORE-MIT ALLIANCE
Format: Article
Published: 2013
Subjects:
Decomposition
Infeasible primal-dual interior point method
Scenario analysis
Stochastic linear programs
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44230
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/44230

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