Parallel Interior Point Schemes for Solving Multistage Convex Programming
10.1023/A:1016098709653
Saved in:
Main Authors: | Hegland, M., Osborne, M.R., Sun, J. |
---|---|
Other Authors: | DECISION SCIENCES |
Format: | Article |
Published: |
2013
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/44918 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Scenario formulation of stochastic linear programs and the homogeneous self-dual interior-point method
by: Sun, J., et al.
Published: (2013) -
Solving linear programming problems by the interior-point method
by: Sa-at Moungjun
Published: (2009) -
A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
by: Liu, X., et al.
Published: (2013) -
Interior proximal point algorithm for linear programs
by: Setiono, R.
Published: (2014) -
A successive convex approximation method for multistage workforce capacity planning problem with turnover
by: Song, H., et al.
Published: (2014)