Strong convexity in stochastic programs with complete recourse

DOI10.1016/0377-0427(94)90376-XzbMath0824.90106MaRDI QIDQ1893959

Rüdiger Schultz

Publication date: 13 July 1995

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

parametric linear programmingcomplete linear recoursequantitative stability of optimal solutionsstrong convexity of the expected-recourse function

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (8)

A remark on multiobjective stochastic optimization via strongly convex functions ⋮ Converse Jensen inequality for strongly convex set-valued maps ⋮ Improving constants of strong convexity in linear stochastic programming ⋮ Deviation measures in linear two-stage stochastic programming ⋮ Strong convexity in risk-averse stochastic programs with complete recourse ⋮ Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures ⋮ Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming ⋮ Hermite-Hadamard type inequalities for multidimensional strongly h-convex functions

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