Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2478014809
@@ Property / OpenAlex ID: W2478014809 / rank @@
+Normal rank
@@ Property / cites work @@
+The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems
+Normal rank
@@ Property / cites work @@
+Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
+Normal rank
@@ Property / cites work @@
+Optimization with Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
+Normal rank
@@ Property / cites work @@
+Q4652020
@@ Property / cites work: Q4652020 / rank @@
+Normal rank
@@ Property / cites work @@
+Inverse stochastic dominance constraints and rank dependent expected utility theory
+Normal rank
@@ Property / cites work @@
+Q3632460
@@ Property / cites work: Q3632460 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization with multivariate stochastic dominance constraints
+Normal rank
@@ Property / cites work @@
+Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints
+Normal rank
@@ Property / cites work @@
+Robust stochastic dominance and its application to risk-averse optimization
+Normal rank
@@ Property / cites work @@
+Optimization with Multivariate Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Sample average approximation of stochastic dominance constrained programs
+Normal rank
@@ Property / cites work @@
+Ordered Families of Distributions
@@ Property / cites work: Ordered Families of Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
+Normal rank
@@ Property / cites work @@
+Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization with Multivariate Conditional Value-at-Risk Constraints
+Normal rank
@@ Property / cites work @@
+Dual Stochastic Dominance and Related Mean-Risk Models
+Normal rank
@@ Property / cites work @@
+Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
+Normal rank
@@ Property / cites work @@
+Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
+Normal rank
@@ Property / cites work @@
+Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods
+Normal rank
@@ Property / cites work @@
+Q3376534
@@ Property / cites work: Q3376534 / rank @@
+Normal rank
@@ Property / cites work @@
+The Existence of Probability Measures with Given Marginals
+Normal rank
@@ Property / cites work @@
+Stochastic ordering and dependence in applied probability
+Normal rank