Epsilon-projection method for two-stage SLP

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zbMATH Open1354.90085MaRDI QIDQ2811602FDOQ2811602

Leonidas Sakalauskas, Kȩstutis Žilinskas

Publication date: 10 June 2016

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

zbMATH Keywords

optimization stochastic gradient Monte Carlo method stochastic programming statistical criteria epsilon-feasible direction epsilon-projection

Mathematics Subject Classification ID

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

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