A warm-start approach for large-scale stochastic linear programs

Mathematical Programming

Volumn 127, Issue 2, 2011, Pages 371-397

  Colombo, Marco ^a   Gondzio, Jacek ^a   Grothey, Andreas ^a  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPLETE PROBLEMS; DETERMINISTIC EQUIVALENTS; EVENT TREES; INITIAL POINT; INTERIOR POINT; INTERIOR POINT METHODS; LINEAR PROGRAMS; START POINT; STOCHASTIC PROBLEMS; STRUCTURAL INFORMATION;

STOCHASTIC SYSTEMS;

EID: 79952762538     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-009-0290-9     Document Type: Article

References (27)

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