Newton-type methods for stochastic programming.
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Publication:1597071
DOI10.1016/S0895-7177(00)00075-3zbMath1042.90595OpenAlexW2087000758WikidataQ128066372 ScholiaQ128066372MaRDI QIDQ1597071
Publication date: 5 May 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0895-7177(00)00075-3
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Cites Work
- Superlinearly convergent approximate Newton methods for LC\(^ 1\) optimization problems
- Parallel decomposition of multistage stochastic programming problems
- An SQP algorithm for extended linear-quadratic problems in stochastic programming
- A globally convergent Newton method for convex \(SC^ 1\) minimization problems
- Newton's method for quadratic stochastic programs with recourse
- Minimization of \(SC^ 1\) functions and the Maratos effect
- A parallel inexact Newton method for stochastic programs with recourse
- Linear Programming under Uncertainty
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
- Stability in Two-Stage Stochastic Programming
- Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Stochastic Network Programming for Financial Planning Problems
- Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming
- Parallel Factorization of Structured Matrices Arising in Stochastic Programming
- Random test problems and parallel methods for quadratic programs and quadratic stochastic programs∗
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