A NOTE ON - AN EFFICIENT POINT ALGORITHM FOR A LINEAR 2-STAGE OPTIMIZATION PROBLEM

被引：21

作者：

HAURIE, A

SAVARD, G

WHITE, DJ

机构：

[1] UNIV GENEVA,CH-1211 GENEVA 4,SWITZERLAND

[2] COLL MIL ROYAL ST JEAN,DEPT MATH,ST JEAN,QUEBEC,CANADA

来源：

OPERATIONS RESEARCH | 1990年 / 38卷 / 03期

关键词：

D O I：

10.1287/opre.38.3.553

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

The efficient point algorithm proposed by J. F. Bard for the computation of the solution of the Linear Two-Stage Optimization Problem does not always converge to the desired solution. A counterexample is provided and the reasons for this lack of convergence are discussed.

引用

页码：553 / 555

页数：3