Efficient solution selection for two-stage stochastic programs
نویسندگان
چکیده
منابع مشابه
Efficient solution of two-stage stochastic linear programs using interior point methods
Solving deterministic equivalent formulations of two-stage stochastic linear programs using interior point methods may be computationally diflicult due to the need to factorize quite dense search direction matrices (e.g., AAT). Several methods for improving the algorithmic efficiency of interior point algorithms by reducing the density of these matrices have been proposed in the literature. Ref...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2019
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2019.02.015