Computational study of decomposition algorithms for mean-risk stochastic linear programs
Author:
Publisher
Springer Science and Business Media LLC
Subject
Software,Theoretical Computer Science
Link
http://link.springer.com/content/pdf/10.1007/s12532-015-0088-0.pdf
Reference27 articles.
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4. de Oliveira, W., Sagastizabal, C.: Level bundle methods for oracles with on-demand accuracy. Optim Meth and Soft 29, 1180–1209 (2014)
5. Fabian, C., Wolf, C., Koberstein, A., Suhl, L.: Risk-averse optimization in two-stage stochastic models: computational aspects and a study. SIAM J Optim 25, 28–52 (2015)
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