1st Edition
Stochastic Linear Programming Algorithms A Comparison Based on a Model Management System
By Janos Mayer
Copyright 1998
163 Pages
by
CRC Press
164 Pages
by
Routledge
Also available as eBook on:
A computationally oriented comparison of solution algorithms for two stage and jointly chance constrained stochastic linear programming problems, this is the first book to present comparative computational results with several major stochastic programming solution approaches. The following methods are considered: regularized decomposition, stochastic decomposition and successive discrete... Read more
1. Stochastic Linear Programming Models 2. Stochastic Linear Programming Algorithms 3. Implementation. The Testing Environment 4. Computational Results 5. Algorithmic Concepts in Convex Programming
Biography
Janos Mayer
