Decomposition based interior point methods for two-stage stochastic convex quadratic programs with recourse

Operations Research

Volumn 57, Issue 4, 2009, Pages 964-974

  Mehrotra, Sanjay ^a   Ozevin, M Gokhan ^a  

^a Northwestern University   (United States)

Author keywords

Bender's decomposition; Large scale optimization; Linear quadratic programming; Nondifferentiable convex optimization; Two stage stochastic programming

Indexed keywords

BENDER'S DECOMPOSITION; LARGE-SCALE OPTIMIZATION; LINEAR-QUADRATIC PROGRAMMING; NONDIFFERENTIABLE CONVEX OPTIMIZATION; TWO-STAGE STOCHASTIC PROGRAMMING;

CONVEX OPTIMIZATION; OPTIMIZATION; STOCHASTIC PROGRAMMING;

QUADRATIC PROGRAMMING;

EID: 69949095154     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1080.0659     Document Type: Article

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