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]

@article{Liu004,
  title = {A New Decomposition Technique in Solving Multistage Stochastic Linear Programs by Infeasible Interior Point Methods},
  author = {Xinwei Liu and Jie Sun 0001},
  year = {2004},
  doi = {10.1023/B:JOGO.0000015311.63755.01},
  url = {http://dx.doi.org/10.1023/B:JOGO.0000015311.63755.01},
  researchr = {https://researchr.org/publication/Liu004},
  cites = {0},
  citedby = {0},
  journal = {J. Global Optimization},
  volume = {28},
  number = {2},
  pages = {197-215},
}