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A Log-Barrier Method With Benders Decomposition For Solving Two-Stage Stochastic Programs
| Content Provider | Semantic Scholar |
|---|---|
| Author | Zhao, Gongyun |
| Copyright Year | 1999 |
| Abstract | An algorithm incorporating the logarithmic barrier into the Benders decomposition technique is proposed for solving two-stage stochastic programs. Basic properties concerning the existence and uniqueness of the solution and the underlying path are studied. When applied to problems with a nite number of scenarios, the algorithm is shown to converge globally and to run in polynomial-time. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.math.nus.edu.sg/~matzgy/papers/lbbdsp.ps |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |