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]

Authors

Xinwei Liu

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Jie Sun 0001

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