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| Home > Articles > Published articles > Decomposition methods in stochastic programming |
| Date: | 1997 |
| Abstract: | Stochastic programming problems have very large dimension and characteristic structures which are tractable by decomposition. We review basic ideas of cutting plane methods, augmented Lagrangian and splitting methods, and stochastic decomposition methods for convex polyhedral multi-stage stochastic programming problems. . |
| Rights: | Tots els drets reservats.  |
| Language: | Anglès |
| Document: | Article ; recerca ; Versió publicada |
| Subject: | Stochastic programming ; Decomposition ; Primal methods ; Dual methods ; Stochastic methods |
| Published in: | Mathematical Programming, vol. 79 n. 1-3 (1997) p. 333-353, ISSN 0025-5610 |
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