A Dual Solution Procedure for Quadratic Stochastic Programs with Simple Recourse

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/2396 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/2396 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/2396 archive 351 disk0/00/00/23/65 2016-01-15 01:54:05 2021-08-27 17:11:35 2016-01-15 01:54:05 monograph show 3 Rockafellar R.T. AL0338 Wets R.J.-B. AL1370 A Dual Solution Procedure for Quadratic Stochastic Programs with Simple Recourse pub iis_met prog_sds prog_ado We exhibit a dual of a stochastic program with simple recourse -- with random parameters in the technology matrix and the right-hand sides, and with quadratic recourse costs -- that is essentially a deterministic quadratic program except for some simple stochastic upper bounds. We then describe a solution procedure for problems of this type based on a finite element representation of the dual variables. 1983-03 published CP-83-017 CP-83-017 2336 2512 public collaborative_paper IIASA, Laxenburg, Austria 16 FALSE info:eu-repo/semantics/book