Subdifferential Convergence in Stochastic Programs

DOI10.1137/0805022MaRDI QIDQ4838963zbMATH OpenOpenAlexFDO

Authors John R. Birge, Liqun Qi

Publication date 23 June 1996

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2027.42/3658

zbMATH Keywords

approximation schemes for stochastic programsequiconvergence of closed convex functionssubdifferentials

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Stochastic programming (90C15)

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(16)

• Sublinear upper bounds for stochastic programs with recourse
• Convergence analysis of some methods for minimizing a nonsmooth convex function
• An SQP-type method and its application in stochastic programs
• An algorithm for approximating piecewise linear concave functions from sample gradients
• Asymptotic behavior of solutions: an application to stochastic NLP
• Stochastic subgradient method converges on tame functions
• Uniform convergence in extended probability of sub-gradients of convex functions
• Stability analysis of stochastic programs with second order dominance constraints
• Ergodic convergence in subgradient optimization with application to simplical decomposition of convex programs
• scientific article; zbMATH DE number 4157344 (Why is no real title available?)
• A numerical method for two-stage stochastic programs under uncertainty
• Stochastic ultimate load analysis:models and solution methods¹
• Ergodic convergence in subgradient optimization
• Convergence of Subdifferentials Under Strong Stochastic Convexity
• Convergence of set-valued mappings: Equi-outer semicontinuity
• Epsilon-subdifferentiability for interval-valued functions and its application in interval optimization problems

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