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L-shaped Method for Two-stage Stochastic Programs with Recourse

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Encyclopedia of Optimization

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L-Shaped Method for Two-Stage Stochastic Program with Bounded, Complete Recourse

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References

  1. Birge JR, Holmes DF (1992) Efficient solution of two-stage stochastic linear programming using interior point methods. Comput Optim Appl 1:245–276

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Author information

Authors and Affiliations

  1. Université Namur, Namur, Belgium

    Francois Louveaux

  2. Northwestern University, Evanston, USA

    John R. Birge

Authors
  1. Francois Louveaux
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  2. John R. Birge
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Editor information

Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Louveaux, F., Birge, J.R. (2008). L-shaped Method for Two-stage Stochastic Programs with Recourse . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_351

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