An Implementation of the Lagrangian Finite-Generation Method
- 1 January 1988
- book chapter
- Published by Springer Nature
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- A dual solution procedure for quadratic stochastic programs with simple recourseLecture Notes in Mathematics, 1983
- Robust StatisticsPublished by Wiley ,1981
- Large-scale linearly constrained optimizationMathematical Programming, 1978
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex ProgrammingMathematics of Operations Research, 1976