Browsing Elektronische Zeitschriften by Subject "Lagrangian"
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2003-05-17BuchDynamic splitting An algorithm for deterministic and stochastic multiperiod optimizationA new algorithm for the nonlinear multistage stochastic programming problem (MSP) is presented; one that is reasonable for the large-scale problem (e.g. long term hydropower scheduling) and is highly parallel. The algorithm ...