An algorithm for constrained nonlinear optimization under uncertainty (Q1295084)
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scientific article; zbMATH DE number 1325689
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| English | An algorithm for constrained nonlinear optimization under uncertainty |
scientific article; zbMATH DE number 1325689 |
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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0.7771472930908203
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0.7741355895996094
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0.7712200880050659
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0.7665708661079407
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