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

Journal of Global Optimization

Volumn 28, Issue 2, 2004, Pages 197-215

  Liu, Xinwei ^a   Sun, Jie ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Decomposition; Infeasible primal dual interior point method; Scenario analysis; Stochastic linear programs

Indexed keywords

CONSTRAINT THEORY; DECISION MAKING; MATHEMATICAL MODELS; NUMERICAL METHODS; PROBLEM SOLVING; STOCHASTIC PROGRAMMING; UNCERTAIN SYSTEMS;

DECOMPOSITION TECHNIQUE; INFEASIBLE INTERIOR POINT METHODS; MULTISTAGE STOCHASTIC LINEAR PROGRAMS;

LINEAR PROGRAMMING;

EID: 1542315959     PISSN: 09255001     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:JOGO.0000015311.63755.01     Document Type: Article

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