Epsilon-projection method for two-stage SLP

zbMATH Open1354.90085MaRDI QIDQ2811602FDOQ2811602

Authors: Leonidas Sakalauskas, Kȩstutis Žilinskas 

Publication date: 10 June 2016

Published in: Lietuvos Matematikos Rinkinys. Lietuvos Matematiku Draugijos Darbai (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 3952504
• scientific article; zbMATH DE number 18304
• The stochastic method of generalized Clarke gradients for solving two- stage problems of stochastic programming with coupled variables
• scientific article; zbMATH DE number 4025161
• Inexact subgradient methods with applications in stochastic programming

zbMATH Keywords

optimizationstochastic gradientMonte Carlo methodstochastic programmingstatistical criteriaepsilon-feasible directionepsilon-projection

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Linear programming (90C05) Stochastic programming (90C15)

This page was built for publication: Epsilon-projection method for two-stage SLP

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2811602)