"4204","20","archive","351",,,"disk0/00/00/42/04","2016-01-15 02:04:50","2021-08-27 17:14:58","2016-01-15 02:04:50","monograph",,,"show","","","4",,,"Ruszczynski","A.","","","1475","","",,,,,"","","On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs","pub","","iis_met","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 or decomposing it into nodes  corresponding to stages. In both cases the method has favorable convergence  properties and a structure which makes it convenient for parallel computing  environments.","1994-02","published","WP-94-005",,,,,,,"",,,,,"",,,,,"",,,,,"","",,"","WP-94-005",,,"10",,,"1544","public","working_paper",,,,,,"IIASA, Laxenburg, Austria",,"8",,,,,,,,,,,,,,,,,,"","","","",,"","",,,,,,,"",,,,,"FALSE",,,"info:eu-repo/semantics/book",
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