scholarly journals On interior-point based retrospective approximation methods for solving two-stage stochastic linear programs

2011 ◽  
Author(s):  
Soumyadip Ghosh ◽  
Raghu Pasupathy
Keyword(s):  
Interior Point ◽  
Approximation Methods ◽  
Linear Programs ◽  
Two Stage ◽  
Stochastic Linear Programs

scholarly journals Robust two-stage stochastic linear programs with moment constraints

Optimization ◽  
2014 ◽  
Vol 63 (6) ◽  
pp. 829-837 ◽  
Author(s):  
Sarah Y. Gao ◽  
Lingchen Kong ◽  
Jie Sun
Keyword(s):  
Linear Programs ◽  
Two Stage ◽  
Stochastic Linear Programs

Adaptive multicut aggregation for two-stage stochastic linear programs with recourse

2010 ◽  
Vol 206 (2) ◽  
pp. 395-406 ◽  
Author(s):  
Svyatoslav Trukhanov ◽  
Lewis Ntaimo ◽  
Andrew Schaefer
Keyword(s):  
Linear Programs ◽  
Two Stage ◽  
Stochastic Linear Programs
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