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]

@article{BerkelaarDOZ02,
  title = {A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming},
  author = {Arjan Berkelaar and Cees Dert and Bart Oldenkamp and Shuzhong Zhang},
  year = {2002},
  doi = {10.1287/opre.50.5.904.360},
  url = {http://dx.doi.org/10.1287/opre.50.5.904.360},
  tags = {rule-based, programming, systematic-approach},
  researchr = {https://researchr.org/publication/BerkelaarDOZ02},
  cites = {0},
  citedby = {0},
  journal = {Operations Research},
  volume = {50},
  number = {5},
  pages = {904-915},
}