Solving multistage mixed nonlinear convex stochastic problems

MaRDI QIDQ4640259zbMATH OpenFDO

Authors Eugenio Mijangos

Publication date 17 May 2018

Full work available at URL https://content.iospress.com/articles/informatica/inf1118

zbMATH Keywords

quadratic programmingconvex programmingouter approximationstochastic programmingmixed integer nonlinear programmingbranch and fix coordination

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Stochastic programming (90C15)

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Cited in

(2)

• An algorithm for two-stage stochastic mixed-integer nonlinear convex problems
• A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming

Describes a project that uses

Uses Software

• CPLEX

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