Epsilon-projection method for two-stage SLP

MaRDI QIDQ2811602zbMATH OpenFDO

Authors 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

optimizationstochastic gradientMonte Carlo methodstochastic programmingstatistical criteriaepsilon-feasible directionepsilon-projection

Mathematics Subject Classification ID

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

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