A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming

Arjan Berkelaar, Cees Dert, Bart Oldenkamp, Shuzhong Zhang. A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming. Operations Research, 50(5):904-915, 2002. [doi]

Authors

Arjan Berkelaar

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Cees Dert

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Bart Oldenkamp

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Shuzhong Zhang

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