Random test problems and parallel methods for quadratic programs and quadratic stochastic programs∗
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Cited in
(15)- Newton-type methods for stochastic programming.
- Two-stage non-cooperative games with risk-averse players
- Log-barrier method for two-stage quadratic stochastic programming
- Quantitative stability of mixed-integer two-stage quadratic stochastic programs
- Continuity and stability of two-stage stochastic programs with quadratic continuous recourse
- Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis
- Randomly Generated Test Problems for Positive Definite Quadratic Programming
- Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program
- Smoothing techniques and augmented Lagrangian method for recourse problem of two-stage stochastic linear programming
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS
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- Component-wise verified solutions for constrained convex programming
- Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs
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