Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (Q434187)

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Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
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    Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (English)
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    10 July 2012
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    stochastic programming
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    nonlinear programming
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    almost-sure feasibility
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    recourse
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    \(W\)-condition
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    sequential quadratic programming
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    Benders decomposition
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