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L-shaped Algorithm
Here, I solve a simple example to explore the L-shaped algorithm.
The example comes from the book Introduction to Stochastic Programming by Birge and Louveaux (2011).
![Lshape.jpg](https://static.wixstatic.com/media/4ea4ea_52e418df50874d82bdfc1c1c796a156f~mv2.jpg/v1/fill/w_327,h_312,al_c,q_80,usm_0.66_1.00_0.01,enc_auto/Lshape.jpg)
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Here, I solve a simple example to explore the L-shaped algorithm.
The example comes from the book Introduction to Stochastic Programming by Birge and Louveaux (2011).