Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
From MaRDI portal
Publication:434187
DOI10.1007/s10589-010-9316-8zbMath1270.90038MaRDI QIDQ434187
Ankur A. Kulkarni, Uday V. Shanbhag
Publication date: 10 July 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-010-9316-8
stochastic programming; sequential quadratic programming; nonlinear programming; Benders decomposition; \(W\)-condition; almost-sure feasibility; recourse
90C15: Stochastic programming
Uses Software