Applying the progressive hedging algorithm to stochastic generalized networks

A Constant-Potential Infeasible-Start Interior-Point Algorithmwith Computational Experiments and Applications

Computational Optimization and Applications

Digital Portfolio Theory

Computational Economics

A New Decomposition Technique in Solving Multistage Stochastic Linear Programs by Infeasible Interior Point Methods

Journal of Global Optimization

Using scenario trees and progressive hedging for stochastic inventory routing problems

Journal of Heuristics

On the implementation of a log-barrier progressive hedging method for multistage stochastic programs

Journal of Computational and Applied Mathematics

A diagonal quadratic approximation method for large scale linear programs

Operations Research Letters