@techreport{iiasa5011,
           month = {February},
            type = {IIASA Working Paper},
           title = {On the Regularized Decomposition Method for Two Stage Stochastic Linear Problems},
         address = {IIASA, Laxenburg, Austria},
       publisher = {WP-96-014},
            year = {1996},
             url = {https://pure.iiasa.ac.at/id/eprint/5011/},
        abstract = {A new approach to the regularized decomposition (RD) algorithm for two stage stochastic problems is presented. The RD method combines the ideas of the Dantzig-Wolfe decomposition principle and modern nonsmooth optimization methods. A new subproblem solution method using the primal simplex algorithm for linear programming is proposed and then tested on a number of large scale problems. The new approach makes it possible to use a more general problem formulation and thus allows considerably more freedom when creating the model. The computational results are highly encouraging.},
          author = {Ruszczynski, A. and Swietanowski, A.}
}