Approximate feasible direction method for stochastic programming problems with recourse. linear inequality deterministic constraints

DOI10.1080/02331939008843562zbMath0724.90058OpenAlexW2071281923MaRDI QIDQ5202518

Xiaoliu Li, Jinde Wang

Publication date: 1990

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939008843562

zbMATH Keywords

approximate feasible direction methodconvex approximatesconvex, continuously differentiable objective functionFritz-John point

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (1)

Approximate nonlinear programming algorithms for solving stochastic programs with recourse

Cites Work

• Optimization and nonsmooth analysis
• Feasible direction methods for stochastic programming problems
• An exact branch-and-bound procedure for the quadratic-assignment problem
• Unnamed Item

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