A parallel inexact Newton method for stochastic programs with recourse (Q1918424)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parallel inexact Newton method for stochastic programs with recourse |
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A parallel inexact Newton method for stochastic programs with recourse (English)
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19 January 1997
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inexact Newton method
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parallel quadratic programming
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numerical integration
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parallel inexact Newton method
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line search
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two-stage quadratic stochastic programs with recourse
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lattice rule
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global convergence
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local superlinear convergence
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