<ctx:context-object xsi:schemaLocation="info:ofi/fmt:xml:xsd:ctx http://www.openurl.info/registry/docs/info:ofi/fmt:xml:xsd:ctx" timestamp="2021-08-27T17:14:45Z" xmlns:ctx="info:ofi/fmt:xml:xsd:ctx" xmlns:xsi="http://www.w3.org/2001/XML"><ctx:referent><ctx:identifier>info:oai:pure.iiasa.ac.at:4089</ctx:identifier><ctx:metadata-by-val><ctx:format>info:ofi/fmt:xml:xsd:oai_dc</ctx:format><ctx:metadata><oai_dc:dc xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/">
        <dc:relation>https://pure.iiasa.ac.at/id/eprint/4089/</dc:relation>
        <dc:title>On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs</dc:title>
        <dc:creator>Rosa, C.H.</dc:creator>
        <dc:creator>Ruszczynski, A.</dc:creator>
        <dc:description>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.</dc:description>
        <dc:publisher>WP-94-125</dc:publisher>
        <dc:date>1994-12</dc:date>
        <dc:type>Monograph</dc:type>
        <dc:type>NonPeerReviewed</dc:type>
        <dc:format>text</dc:format>
        <dc:language>en</dc:language>
        <dc:identifier>https://pure.iiasa.ac.at/id/eprint/4089/1/WP-94-125.pdf</dc:identifier>
        <dc:identifier>  Rosa, C.H. &lt;https://pure.iiasa.ac.at/view/iiasa/1541.html&gt; &amp; Ruszczynski, A. &lt;https://pure.iiasa.ac.at/view/iiasa/1544.html&gt;  (1994).  On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-125     </dc:identifier></oai_dc:dc></ctx:metadata></ctx:metadata-by-val></ctx:referent></ctx:context-object>