An ADMM algorithm for two-stage stochastic programming problems
Sebastián Arpón, Tito Homem-de-Mello, Bernardo K. Pagnoncelli
| Year of publication: |
2020
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|---|---|
| Authors: | Arpón, Sebastián ; Homem-de-Mello, Tito ; Pagnoncelli, Bernardo K. |
| Published in: |
Operations research and systems : XVIII Latin-Iberian-American conference on operations research, Claio 2016. - New York, NY, USA : Springer. - 2020, p. 559-582
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| Subject: | Algorithmus | Algorithm | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-019-03471-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012167917