A Fixed Point Approach to Certain Convex Programs with Applications in Stochastic Programming

DOI10.1287/MOOR.8.4.517MaRDI QIDQ3037157zbMATH OpenOpenAlexFDO

Authors Masao Fukushima

Publication date 1983

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.8.4.517

zbMATH Keywords

fixed point approachsimplicial algorithmsfixed points of point-to-set mappings

Mathematics Subject Classification ID

Convex programming (90C25) Methods of successive quadratic programming type (90C55) Stochastic programming (90C15) Fixed-point and coincidence theorems (topological aspects) (54H25)

Cited in

(2)

• A variational-inequality approach to stochastic boundary value problems with inequality constraints and its application to contact and elastoplasticity
• Solving inequality constrained optimization problems by differential homotopy continuation methods

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