"Augmented Lagrangian method within L-shaped method for stochastic linear ..."

Saeed Ketabchi, Malihe Behboodi-Kahoo (2015)

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DOI: 10.1016/J.AMC.2015.05.007

access: closed

type: Journal Article

metadata version: 2020-02-21

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Saeed Ketabchi, Malihe Behboodi-Kahoo:
Augmented Lagrangian method within L-shaped method for stochastic linear programs. Appl. Math. Comput. 266: 12-20 (2015)

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