Log-Barrier Decomposition Methods For Solving Stochastic Programs
نویسنده
چکیده
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.
منابع مشابه
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تاریخ انتشار 1997