A parallel inexact Newton method for stochastic programs with recourse
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Publication:1918424
DOI10.1007/BF02187643zbMath0854.90106OpenAlexW2003381626MaRDI QIDQ1918424
Robert S. Womersley, Xiaojun Chen
Publication date: 19 January 1997
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02187643
global convergencenumerical integrationinexact Newton methodline searchlattice rulelocal superlinear convergenceparallel inexact Newton methodparallel quadratic programmingtwo-stage quadratic stochastic programs with recourse
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