An algorithm for constrained nonlinear optimization under uncertainty (Q1295084)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for constrained nonlinear optimization under uncertainty |
scientific article |
Statements
An algorithm for constrained nonlinear optimization under uncertainty (English)
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20 August 2001
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uncertainty
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robust optimization
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risk management
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mean-variance analysis
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nonlinear programming
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sequential quadratic programming
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Goldstein-Levitin-Polyak algorithm
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