Exact penalization, level function method, and modified cutting-plane method for stochastic programs with second order stochastic dominance constraints (Q5300540)
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scientific article; zbMATH DE number 6181959
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| English | Exact penalization, level function method, and modified cutting-plane method for stochastic programs with second order stochastic dominance constraints |
scientific article; zbMATH DE number 6181959 |
Statements
Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints (English)
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27 June 2013
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Slater constraint qualification
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exact penalization
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modified cutting-plane method
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level function method
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0.8194252252578735
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0.8188865780830383
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0.7966541647911072
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0.784788191318512
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