On augmented Lagrangian decomposition methods for multistage stochastic programs

Annals of Operations Research

Volumn 64, Issue , 1996, Pages 289-309

  Rosa, Charles H ^a   Ruszczyński, Andrzej ^a  

^a INTERNATIONAL INSTITUTE FOR APPLIED SYSTEMS ANALYSIS   (Austria)

Author keywords

Augmented Lagrangian; Decomposition; Jacobi method; Parallel computation; Stochastic programming

Indexed keywords

EID: 21344437897     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/BF02187650     Document Type: Article

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