Nested decomposition of multistage nonlinear programs with recourse.(English)Zbl 0619.90054
Authors’ abstract: ”Nested decomposition is extended to the case of arborescent nonlinear programs. Duals of extensive forms of nonlinear multistage stochastic programs constitute a particular class of those problems; the method is tested on a set of problems of that type.”
Reviewer: W.-R.Heilmann
Keywords:
Nested decomposition;arborescent nonlinear programs;nonlinear multistage stochastic programsCite
Full Text:DOI
References:
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