A Lagrangian Dual Method with Self-Concordant Barriers for Multi-Stage Stochastic Convex Programming

✍ Scribed by Gongyun Zhao

• Publisher: Springer-Verlag
• Year: 2004
• Tongue: English
• Weight: 200 KB
• Volume: 102
• Category: Article
• ISSN: 0025-5610
• DOI: 10.1007/s10107-003-0471-x