An algorithm for constrained nonlinear optimization under uncertainty (Q1295084)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 1325689
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
20 August 2001
0 references
uncertainty
0 references
robust optimization
0 references
risk management
0 references
mean-variance analysis
0 references
nonlinear programming
0 references
sequential quadratic programming
0 references
Goldstein-Levitin-Polyak algorithm
0 references
0.7771472930908203
0 references
0.7741355895996094
0 references
0.7712200880050659
0 references
0.7665708661079407
0 references
