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