A primal-dual decomposition-based interior point approach to two-stage stochastic linear programming

Operations Research

Volumn 50, Issue 5, 2002, Pages 904-915

  Berkelaar, Arjan ^a   Dert, Cees ^a   Oldenkamp, Bart ^a   Zhang, Shuzhong ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Programming; Stochastic: decomposition and interior point methods

Indexed keywords

ALGORITHMS; DECISION MAKING; MATRIX ALGEBRA; OPTIMIZATION; STOCHASTIC PROGRAMMING;

DATA DECOMPOSITION;

LINEAR PROGRAMMING;

EID: 0036759227     PISSN: 0030364X     EISSN: None     Source Type: Journal    
DOI: 10.1287/opre.50.5.904.360     Document Type: Article

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