Section: Software
PHlab
– Participant: J. Ch. Gilbert.
– Version: 0.1.
– Programming language: Matlab.
– Solves a stochastic linear optimization problem defined on a scenario tree by the Progressive Hedging algorithm [12] .
– Participant: J. Ch. Gilbert.
– Version: 0.1.
– Programming language: Matlab.
– Solves a stochastic linear optimization problem defined on a scenario tree by the Progressive Hedging algorithm [12] .