Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support

Sanjay Mehrotra, M. Gökhan Özevin. Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support. SIAM Journal on Optimization, 20(5):2474-2486, 2010. [doi]

Abstract

Abstract is missing.