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

Mathematical Programming, Series B

Volumn 90, Issue 3, 2001, Pages 507-536

  Zhao, Gongyun ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Barrier function; Benders decomposition; Complexity; Interior point methods; Large scale linear programming; Stochastic programming

Indexed keywords

EID: 0011617062     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00011433     Document Type: Article

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