Log-barrier method for two-stage quadratic stochastic programming
Author:
- Gyeong-Mi ChoGCGyeong-Mi Cho
- 1 May 2005
- journal article
- Published by Elsevier in Applied Mathematics and Computation
- Vol. 164 (1) , 45-69
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
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- State-of-the-Art-Survey—Stochastic Programming: Computation and ApplicationsINFORMS Journal on Computing, 1997
- A predictor-corrector method for extended linear-quadratic programmingComputers & Operations Research, 1996
- Newton's method for quadratic stochastic programs with recourseJournal of Computational and Applied Mathematics, 1995