An SQP algorithm for extended linear-quadratic problems in stochastic programming (Q1896457): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Newton's method for quadratic stochastic programs with recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: A parallel inexact Newton method for stochastic programs with recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization and nonsmooth analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226179 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3818131 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimization of Locally Lipschitzian Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonsmooth Equations: Motivation and Algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: A globally convergent Newton method for convex \(SC^ 1\) minimization problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-Quadratic Programming and Optimal Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computational schemes for large-scale problems in extended linear- quadratic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3668317 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: A regularized decomposition method for minimizing a sum of polyhedral functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/bf02031711 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2091561969 / rank
 
Normal rank

Latest revision as of 11:38, 30 July 2024

scientific article
Language Label Description Also known as
English
An SQP algorithm for extended linear-quadratic problems in stochastic programming
scientific article

    Statements

    An SQP algorithm for extended linear-quadratic problems in stochastic programming (English)
    0 references
    0 references
    0 references
    28 April 1996
    0 references
    extended linear-quadratic programming
    0 references
    stochastic programming
    0 references
    multistage optimization
    0 references
    \(B\)-regularity
    0 references

    Identifiers