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"On the implementation of a log-barrier progressive hedging method for ..."

Xinwei Liu, Kim-Chuan Toh, Gongyun Zhao (2010)

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DOI: 10.1016/J.CAM.2009.12.050

access: open

type: Journal Article

metadata version: 2021-02-16

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Xinwei Liu, Kim-Chuan Toh, Gongyun Zhao:
On the implementation of a log-barrier progressive hedging method for multistage stochastic programs. J. Comput. Appl. Math. 234(2): 579-592 (2010)

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