Conditioning of linear-quadratic two-stage stochastic optimization problems
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Cites work
- scientific article; zbMATH DE number 1099081 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- A Condition Number for Differentiable Convex Inequalities
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
- Complete Characterization of Openness, Metric Regularity, and Lipschitzian Properties of Multifunctions
- Condition Numbers, the Barrier Method, and the Conjugate-Gradient Method
- Conditioning of convex piecewise linear stochastic programs
- Error Bounds for Piecewise Convex Quadratic Programs and Applications
- Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
- Linear-Quadratic Programming and Optimal Control
- On \(M\)-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
- On the Calmness of a Class of Multifunctions
- Perturbation analysis of optimization problems in banach spaces
- Regularity and conditioning of solution mappings in variational analysis
- Scenario reduction algorithms in stochastic programming
- Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization
- Some characterizations and properties of the ``distance to the ill-posedness and the condition measure of a conic linear system
- Some continuity properties of polyhedral multifunctions
- The sharp Lipschitz constants for feasible and optimal solutions of a perturbed linear program
- Upper Lipschitz behavior of solutions to perturbed \(C^{1,1}\) programs
- Variational Analysis
Cited in
(5)- Optimality conditions for two-stage stochastic second-order cone programming problems with discrete distribution
- Full stability in finite-dimensional optimization
- Quadratic two-stage stochastic optimization with coherent measures of risk
- Conditioning of convex piecewise linear stochastic programs
- A simple formula for the second-order subdifferential of maximum functions
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