Solving multistage mixed nonlinear convex stochastic problems

zbMATH Open1387.65053MaRDI QIDQ4640259FDOQ4640259

Authors: Eugenio Mijangos 

Publication date: 17 May 2018

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

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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)

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

Uses Software

• CPLEX

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