Inexact Bundle Methods for Two-Stage Stochastic Programming

Welington Oliveira, Claudia A. Sagastizábal, Susana Scheimberg. Inexact Bundle Methods for Two-Stage Stochastic Programming. SIAM Journal on Optimization, 21(2):517-544, 2011. [doi]

@article{OliveiraSS11,
  title = {Inexact Bundle Methods for Two-Stage Stochastic Programming},
  author = {Welington Oliveira and Claudia A. Sagastizábal and Susana Scheimberg},
  year = {2011},
  doi = {10.1137/100808289},
  url = {http://dx.doi.org/10.1137/100808289},
  tags = {programming},
  researchr = {https://researchr.org/publication/OliveiraSS11},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {21},
  number = {2},
  pages = {517-544},
}