Nonsmooth-optimization methods in problems of stochastic programming

DOI10.1007/BF02733404MaRDI QIDQ1580189zbMATH OpenOpenAlexFDO

Authors T. A. Bardadym, N. G. Zhurbenko, A. P. Lykhovid, N. Z. Shor, P. I. Stetsyuk

Publication date 18 January 2001

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02733404

zbMATH Keywords

stochastic programmingnonsmooth-optimization methodsSLP-IOR simulation systems

Mathematics Subject Classification ID

Other programming paradigms (object-oriented, sequential, concurrent, automatic, etc.) (68N19)

Cites work

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Cited in

(13)

• Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming
• Galerkin methods in dynamic stochastic programming
• A Linearization Method for Nonsmooth Stochastic Programming Problems
• scientific article; zbMATH DE number 519990 (Why is no real title available?)
• scientific article; zbMATH DE number 4089323 (Why is no real title available?)
• Theory of continuous optimal set partitioning problems as a universal mathematical formalism for constructing Voronoi diagrams and their generalizations. II: Algorithms for constructing Voronoi diagrams based on the theory of optimal set partitioning
• Nonlinear stochastic programming-with a case study in continuous switching
• Theory of continuous optimal set partitioning problems as a universal mathematical formalism for constructing Voronoi diagrams and their generalizations. I. Theoretical foundations
• scientific article; zbMATH DE number 3308845 (Why is no real title available?)
• SICOpt: Solution approach for nonlinear integer stochastic programming problems
• scientific article; zbMATH DE number 1865465 (Why is no real title available?)
• Better optimization of nonlinear uncertain systems (bonus): a new algorithm for stochastic programming using reweighting through kernel density estimation
• Nonanticipativity in stochastic programming

Describes a project that uses

Uses Software

• PLANNER
• GAMS
• SLP-IOR

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