Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
| Year of publication: |
2012
|
|---|---|
| Authors: | Kulkarni, Ankur ; Shanbhag, Uday |
| Published in: |
Computational Optimization and Applications. - Springer. - Vol. 51.2012, 1, p. 77-123
|
| Publisher: |
Springer |
| Subject: | Stochastic programming | Nonlinear programming | Almost-sure feasibility | Recourse | W-condition | Sequential quadratic programming | Benders’ decomposition |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010896584