Elsevier < Decision Sciences Publications < Handbooks in Operations Research and Management Science < Volume 10: Stochastic Programming  < Chapter 3

STOCHASTIC PROGRAMMING
Edited by A. Ruszczynski and A. Shapiro

CHAPTER 3
Decomposition Methods
A. Ruszczynski

1. Introduction*

2. The cutting plane method

3. Regularized decomposition

4. Trust region methods

5. Nested cutting plane methods for multistage problems

6. Introduction to dual methods

7. The dual cutting plane method

8. The augmented Lagrangian method

9. Progressive hedging

Bibliographic notes

References

* The first two pages of the chapters are available as PDF file.

 Complete chapters on ScienceDirect
 
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