Newton-type methods for stochastic programming. (Q1597071)

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Language	Label	Description	Also known as
English	Newton-type methods for stochastic programming.	scientific article

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scholarly article

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Newton-type methods for stochastic programming. (English)

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Mathematical and Computer Modelling

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publication date

5 May 2002

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MaRDI profile type

MaRDI publication profile

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Linear Programming under Uncertainty

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A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming

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Newton's method for quadratic stochastic programs with recourse

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A parallel inexact Newton method for stochastic programs with recourse

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An SQP algorithm for extended linear-quadratic problems in stochastic programming

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Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming

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Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization

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Minimization of \(SC^ 1\) functions and the Maratos effect

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A globally convergent Newton method for convex \(SC^ 1\) minimization problems

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Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems

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Random test problems and parallel methods for quadratic programs and quadratic stochastic programs<sup>∗</sup>

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Parallel Factorization of Structured Matrices Arising in Stochastic Programming

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Parallel decomposition of multistage stochastic programming problems

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Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs

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Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse

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Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse

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Stochastic Network Programming for Financial Planning Problems

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Stability in Two-Stage Stochastic Programming

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full work available at URL

https://doi.org/10.1016/s0895-7177(00)00075-3

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Identifiers

zbMATH Open document ID

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10.1016/S0895-7177(00)00075-3

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1597071

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