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The augmented Lagrangian method can be used for solving recourse problemsand obtaining their normal solution in solving two-stage stochastic linearprogramming problems. The augmented Lagrangian objective function ofa stochastic linear problem is not twice differentiable which precludes theuse of a Newton method. In this paper, we apply the smoothing techniquesand a fast Newton-Armijo algorithm for solving an unconstrained smoothreformulation of this problem. Computational results and comparisons aregiven to show the effectiveness and speed of the algorithm

Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming