Scenario formulation of stochastic linear programs and the homogeneous self-dual interior-point method

INFORMS Journal on Computing

Volumn 18, Issue 4, 2006, Pages 444-454

  Sun, Jie ^a,b   Liu, Xinwei ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b HEBEI UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Decomposition; Interior point methods; Multistage stochastic linear programs

Indexed keywords

EID: 33847050318     PISSN: 10919856     EISSN: 15265528     Source Type: Journal    
DOI: 10.1287/ijoc.1040.0112     Document Type: Article

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