Felix Schmidt

icon company DIW Berlin icon location Berlin, Germany icon location PhD researcher at DIW Berlin

Results 1 issues of Felix Schmidt

Central Path Cutting Plane

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Hi Oscar, I was wondering if anyone has implemented the Central Path Cutting Plane algorithm based on Chebyshev centres by [Beltran et al.](https://link.springer.com/article/10.1007/s11081-020-09558-z) for SDDP.jl. I was going to have...

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