Groupe d’études et de recherche en analyse des décisions

G-87-11

A Note on: An Efficient Point Algorithm for a Linear Two-Stage Optimization Problem

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The aim of this note is to show that the algorithm recently proposed by J. Bard (1983) is not guaranteed to converge to the desired solution of a Linear Two-Stage Optimization Problem (LTSOP), unless additional regularity conditions are imposed.

, 5 pages