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"Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage ..."

Sanjay Mehrotra, M. Gökhan Özevin (2010)

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DOI: 10.1137/080741380

access: closed

type: Journal Article

metadata version: 2020-06-08

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Sanjay Mehrotra, M. Gökhan Özevin:
Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support. SIAM J. Optim. 20(5): 2474-2486 (2010)

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