Author(s): Jingsheng Liu | Changyin Zhou | Xiuping Zhang
Journal: Modern Applied Science
ISSN 1913-1844
Volume: 2;
Issue: 5;
Date: 2009;
Original page
ABSTRACT
In this paper we extend directly adaptive multicut aggregation method of Svyatoslav Trukhanov, Lewis Ntaimo and Andrew Schaefer to solving two-stage problems of stochastic convex programming. The implement of the algorithm is simple, so less computation work is needed. The algorithm has certain convergence.
Journal: Modern Applied Science
ISSN 1913-1844
Volume: 2;
Issue: 5;
Date: 2009;
Original page
ABSTRACT
In this paper we extend directly adaptive multicut aggregation method of Svyatoslav Trukhanov, Lewis Ntaimo and Andrew Schaefer to solving two-stage problems of stochastic convex programming. The implement of the algorithm is simple, so less computation work is needed. The algorithm has certain convergence.
