Research Article
Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming
Algorithm 1
Newton method with the Armijo rule.
Choose a , , be error tolerance and is a small positive | number. | ; | While | Choose a and set . | While | Choose max such that | , | where, | be a constant, | and . | Put , and . | end | Set , and . | end |
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