NDLI: Log-Barrier Decomposition Methods For Solving Stochastic Programs

Content Provider	Semantic Scholar
Author	Zhao, Gongyun
Copyright Year	1997
Abstract	An algorithm incorporating the logarithmic barrier into the decomposition technique is proposed for solving stochastic programs. Basic properties concerning the existence and uniqueness of the solution and the underlying path are studied. The algorithm is shown to converge globally at the linear rate and to run in polynomial-time.
File Format	PDF HTM / HTML
Alternate Webpage(s)	http://www.math.nus.sg/~matzgy/papers/lbd.ps
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

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