A Study of the Augmented System and Column-Splitting Approaches for Solving Two-Stage Stochastic Linear Programs by Interior-Point Methods

1995 ◽  
Vol 7 (4) ◽  
pp. 474-490 ◽  
Author(s):  
Joseph Czyzyk ◽  
Robert Fourer ◽  
Sanjay Mehrotra
Keyword(s):  
Interior Point ◽  
Interior Point Methods ◽  
Linear Programs ◽  
Two Stage ◽  
Augmented System ◽  
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
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