BONUS algorithm for large scale stochastic nonlinear programming problems

DOI10.1007/978-1-4939-2282-6MaRDI QIDQ2933619zbMATH OpenOpenAlexFDO

Authors Amy David, Urmila M. Diwekar

Publication date 4 December 2014

Published in SpringerBriefs in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4939-2282-6

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Applications of mathematical programming (90C90)

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(2)

• Better optimization of nonlinear uncertain systems (bonus): a new algorithm for stochastic programming using reweighting through kernel density estimation
• Optimization of a perishable inventory system with both stochastic demand and supply: comparison of two scenario approaches

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