Smoothing techniques and augmented Lagrangian method for recourse problem of two-stage stochastic linear programming

DOI10.1155/2013/735916zbMATH Open1271.90047DBLPjournals/jam/KetabchiB13OpenAlexW2064310469WikidataQ59004152 ScholiaQ59004152MaRDI QIDQ364501FDOQ364501

Authors: Saeed Ketabchi, Malihe Behboodi-Kahoo 

Publication date: 9 September 2013

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

Full work available at URL: https://doi.org/10.1155/2013/735916

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Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Cites Work

• SSVM: A smooth support vector machine for classification
• Convex Analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• A class of smoothing functions for nonlinear and mixed complementarity problems
• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• Linear programming under uncertainty
• Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
• Smoothing methods for convex inequalities and linear complementarity problems
• On the minimum norm solution of linear programs
• Newton-type methods for stochastic programming.
• Newton's method for quadratic stochastic programs with recourse
• A parallel inexact Newton method for stochastic programs with recourse
• Title not available (Why is that?)
• On Homotopy-Smoothing Methods for Box-Constrained Variational Inequalities
• Random test problems and parallel methods for quadratic programs and quadratic stochastic programs^∗
• Augmented Lagrangian method for large-scale linear programming problems
• Recent Advances in Constraints
• A Newton method for linear programming

Cited In (3)

• Parallel implementation of augmented Lagrangian method within L-shaped method for stochastic linear programs
• Title not available (Why is that?)
• Smooth augmented Lagrangian method for twin bounded support vector machine

Uses Software

• SSVM

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