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Browsing Departament d'Estadística i Investigació Operativa by Author "de la Lama Zubiran, Paula"

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    Solving large-scale two-stage stochastic optimization problems by specialized interior point method 

    de la Lama Zubiran, Paula (Date of defense: 2021-01-13)

    Two-stage stochastic optimization models give rise to very large linear problems (LP). Several approaches have been devised for efficiently solving them, among which are interior-point methods (IPM). However, using IPM, ...