A new interior-point approach for large separable convex quadratic two-stage stochastic problems

Jordi Castro, Paula de la Lama-Zubirán. A new interior-point approach for large separable convex quadratic two-stage stochastic problems. Optimization Methods and Software, 37(3):801-829, 2022. [doi]

Authors

Jordi Castro

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Paula de la Lama-Zubirán

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