Preconditioned Conjugate Gradients in an Interior Point Method for Two-stage Stochastic Programming
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References listed on IDEAS
- John R. Birge & Liqun Qi, 1988. "Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming," Management Science, INFORMS, vol. 34(12), pages 1472-1479, December.
- John R. Birge, 1985. "Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs," Operations Research, INFORMS, vol. 33(5), pages 989-1007, October.
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- Meszaros, Csaba, 1997. "The augmented system variant of IPMs in two-stage stochastic linear programming computation," European Journal of Operational Research, Elsevier, vol. 101(2), pages 317-327, September.
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