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AN ALGORITHM FOR L-SHAPED CONVEX PROGRAMMING

唐恒永、赵玉芳

2004高等学校计算数学学报：英文版Computer Science被引 1

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摘要

In this paper we study L-shaped convex programming. An algorithm for it is given. The result of computation shows that the algorithm is effective. The algorithm can be applied to two stage problem of stochastic convex programming.

引用本文（GB/T 7714）

唐恒永, 赵玉芳. AN ALGORITHM FOR L-SHAPED CONVEX PROGRAMMING[J]. 高等学校计算数学学报：英文版, 2004.

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