A Note on: An Efficient Point Algorithm for a Linear Two-Stage Optimization Problem
Alain B. Haurie, Gilles Savard, D. J. White · Operations Research · 1990
The efficient point algorithm proposed by J. F. Bard for the computation of the solution of the Linear Two-Stage Optimization Problem does not always converge to the desired solution. A counterexample is provided and the reasons for this lack of convergence are discussed.