AN ALGORITHM FOR L-SHAPED CONVEX PROGRAMMING  

作　　者：唐恒永 赵玉芳 

机构地区：[1]DepartmentofMathematicsShenyangNormalUniversity,Shenyang110034,PRC [2]DepartmentofMathematicsShenyangNormalUniversity,Shenyang110034,PRC

出　　处：《Numerical Mathematics A Journal of Chinese Universities(English Series)》2004年第1期81-93,共13页

基　　金：This work is supported by Science Research Foundation (20262250) of the Education Department of Liaoning Province.

摘　　要：In this paper we study L-shaped convex programming. An algorithm for it is given. The result of computation shows that the algorithm is effective. The algorithm can be applied to two stage problem of stochastic convex programming.In this paper we study L-shaped convex programming. An algorithm for itis given. The result of computation shows that the algorithm iS effective. The algorithmcan be applied to two stage problem of stochastic convex programming.

关 键 词：L-成型凸规划 线性规划 二重理论 拉格朗日乘数 有限凸函数 

分 类 号：O221[理学—运筹学与控制论]