Augmented Lagrangian method for recourse problem of two-stage stochastic linear programming

Saeed Ketabchi, Malihe Behboodi-Kahoo. Augmented Lagrangian method for recourse problem of two-stage stochastic linear programming. Kybernetika, 49(1):188-198, 2013. [doi]

@article{KetabchiB13-0,
  title = {Augmented Lagrangian method for recourse problem of two-stage stochastic linear programming},
  author = {Saeed Ketabchi and Malihe Behboodi-Kahoo},
  year = {2013},
  url = {http://www.kybernetika.cz/content/2013/1/188},
  researchr = {https://researchr.org/publication/KetabchiB13-0},
  cites = {0},
  citedby = {0},
  journal = {Kybernetika},
  volume = {49},
  number = {1},
  pages = {188-198},
}