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]
@article{CastroL22,
title = {A new interior-point approach for large separable convex quadratic two-stage stochastic problems},
author = {Jordi Castro and Paula de la Lama-Zubirán},
year = {2022},
doi = {10.1080/10556788.2020.1841190},
url = {https://doi.org/10.1080/10556788.2020.1841190},
researchr = {https://researchr.org/publication/CastroL22},
cites = {0},
citedby = {0},
journal = {Optimization Methods and Software},
volume = {37},
number = {3},
pages = {801-829},
}