"4089","22","archive","351",,,"disk0/00/00/40/89","2016-01-15 02:04:03","2021-08-27 17:14:45","2016-01-15 02:04:03","monograph",,,"show","","","4",,,"Rosa","C.H.","","","1545","","",,,,,"","","On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs","pub","","iis_cmp","prog_opt",,,"A general decomposition framework for large convex optimization problems based on augmented Lagrangians is described. The approach is then applied to multistage stochastic programming problems in two different ways: by decomposing the problem into scenarios and by decomposing it into nodes corresponding to stages. Theoretical convergence properties of the two approaches are derived and a computational illustration is presented.","1994-12","published","WP-94-125",,,,,,,"",,,,,"",,,,,"",,,,,"","",,"","WP-94-125",,,"10",,,"1541","public","working_paper",,,,,,"IIASA, Laxenburg, Austria",,"23",,,,,,,,,,,,,,,,,,"","","","",,"","",,,,,,,"",,,,,"FALSE",,,"info:eu-repo/semantics/book",
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