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A Log-Barrier method with Benders decomposition for solving two-stage stochastic linear programs.

Gongyun Zhao
Published in: Math. Program. (2001)
Keyphrases
  • linear program
  • simplex method
  • dynamic programming
  • linear programming
  • mixed integer
  • objective function
  • benders decomposition
  • mathematical model
  • reinforcement learning
  • multistage
  • nonlinear programming