Augmented Lagrangian method within L-shaped method for stochastic linear programs

Saeed Ketabchi, Malihe Behboodi-Kahoo. Augmented Lagrangian method within L-shaped method for stochastic linear programs. Applied Mathematics and Computation, 266:12-20, 2015. [doi]

@article{KetabchiB15,
  title = {Augmented Lagrangian method within L-shaped method for stochastic linear programs},
  author = {Saeed Ketabchi and Malihe Behboodi-Kahoo},
  year = {2015},
  doi = {10.1016/j.amc.2015.05.007},
  url = {http://dx.doi.org/10.1016/j.amc.2015.05.007},
  researchr = {https://researchr.org/publication/KetabchiB15},
  cites = {0},
  citedby = {0},
  journal = {Applied Mathematics and Computation},
  volume = {266},
  pages = {12-20},
}