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A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions.

Hanyang LiYing Cui
Published in: SIAM J. Optim. (2024)
Keyphrases
  • decomposition algorithm
  • decomposition method
  • working set
  • equality constraints
  • objective function
  • working set selection
  • databases
  • multistage
  • convex optimization
  • video sequences