A warm-start approach for large-scale stochastic linear programs (2009)
Attributed to:
Warmstarting Techniques for Stochastic Programming Problems solved by Interior Point Methods
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s10107-009-0290-9
Publication URI: http://dx.doi.org/10.1007/s10107-009-0290-9
Type: Journal Article/Review
Parent Publication: Mathematical Programming
Issue: 2