A New Decomposition Technique in Solving Multistage Stochastic Linear Programs by Infeasible Interior Point Methods

Xinwei Liu, Jie Sun 0001. A New Decomposition Technique in Solving Multistage Stochastic Linear Programs by Infeasible Interior Point Methods. J. Global Optimization, 28(2):197-215, 2004. [doi]

Abstract

Abstract is missing.