On the implementation of a log-barrier progressive hedging method for multistage stochastic programs-Reference-Cited by-同舟云学术

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On the implementation of a log-barrier progressive hedging method for multistage stochastic programs

Published:2010-05 Issue:2 Volume:234 Page:579-592
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Liu Xinwei,Toh Kim-Chuan,Zhao Gongyun

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference23 articles.

1. Introduction to Stochastic Programming;Birge,1997

2. Stochastic Programming;Kall,1994

3. A primal-dual decomposition-based interior point approach to two-stage stochastic linear programming;Berkelaar;Oper. Res.,2002

4. J.R. Birge, Current trends in stochastic programming computation and applications, Technical Report 95-15, Department of Industrial and Operations Engineering, University of Michigan, 1995

5. MSLiP: A computer code for the multistage stochastic linear programming problem;Gassmann;Math. Program.,1990

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2. Optimal Offer Strategies for Energy Storage System Integrated Wind Power Producers in the Day-Ahead Energy and Regulation Markets;J ELECTR ENG TECHNOL;2018

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