Approximate Lagrange multiplier algorithm for stochastic programs with complete recourse: Nonlinear deterministic constraints

DOI10.1007/BF02014578zbMath0791.90039OpenAlexW1967402706MaRDI QIDQ1210216

Jinde Wang, Xiaofa Shi

Publication date: 25 May 1993

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02014578

zbMATH Keywords

approximation methodLagrange multiplier algorithmnonlinear deterministic constraintsstochastic programs with complete recourse

Mathematics Subject Classification ID

Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications
• Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse

This page was built for publication: Approximate Lagrange multiplier algorithm for stochastic programs with complete recourse: Nonlinear deterministic constraints