Optimality functions in stochastic programming
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Publication:715095
DOI10.1007/S10107-011-0453-3zbMATH Open1267.90090OpenAlexW1987609385WikidataQ105583396 ScholiaQ105583396MaRDI QIDQ715095FDOQ715095
Publication date: 15 October 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-011-0453-3
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Optimality conditions and duality in mathematical programming (90C46) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)
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Cited In (24)
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- Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming
- Stochastic programming duality: \({\mathcal L}^\infty\) multipliers for unbounded constraints with an application to mathematical finance
- Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints
- On the expected optimal value and the optimal expected value
- Nonmonotone line search methods with variable sample size
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
- Variance reduction for sequential sampling in stochastic programming
- Optimality functions and lopsided convergence
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
- Inexact restoration approach for minimization with inexact evaluation of the objective function
- Two stochastic optimization algorithms for convex optimization with fixed point constraints
- STOCHASTIC OPTIMIZATION OF MULTIPLICATIVE FUNCTIONS WITH NEGATIVE VALUE
- Spectral projected gradient method for stochastic optimization
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- Optimality Analysis for Stochastic LP Problems
- Iteration and evaluation complexity for the minimization of functions whose computation is intrinsically inexact
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- Consistent approximations in composite optimization
- Towards implementable nonlinear stochastic programming
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- On sample size control in sample average approximations for solving smooth stochastic programs
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- Variational Theory for Optimization under Stochastic Ambiguity
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