Olivier Bahn

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G-93-01
A Cutting Plane Method from Analytic Centers for Stochastic Programming
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The stochastic linear programming problem with recourse has a dual block angular structure. It can thus be handled by Benders decomposition or by Kelley's m...

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G-91-27
Implementation and Behavior of an Interior Point Cutting Plane Algorithm for Convex Programming: An Application to Geometric Programming
, , et

This paper deals with the implementation of the interior point cutting plane algorithm of Goffin-Haurie-Vial, with a special application to the solution of ...

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