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  • Search: subject:"Nonlinear stochastic optimization"
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Year of publication
Subject
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Interior-point methods 2 Nonlinear stochastic optimization 2 Robust model predictive control 2 Structured Quasi-Newton updates 2 Structured inertia correction 2 Forecasting model 1 Mathematical programming 1 Mathematische Optimierung 1 Nichtlineare Optimierung 1 Nichtlineare Regression 1 Nonlinear programming 1 Nonlinear regression 1 Prognoseverfahren 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Hübner, Jens 2 Schmidt, Martin 2 Steinbach, Marc C. 2
Published in...
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Computational Management Science 1 Computational management science 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Optimization techniques for tree-structured nonlinear problems
Hübner, Jens; Schmidt, Martin; Steinbach, Marc C. - In: Computational Management Science 17 (2020) 3, pp. 409-436
Robust model predictive control approaches and other applications lead to nonlinear optimization problems defined on (scenario) trees. We present structure-preserving Quasi-Newton update formulas as well as structured inertia correction techniques that allow to solve these problems by...
Persistent link: https://www.econbiz.de/10014503983
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Cover Image
Optimization techniques for tree-structured nonlinear problems
Hübner, Jens; Schmidt, Martin; Steinbach, Marc C. - In: Computational management science 17 (2020) 3, pp. 409-436
Persistent link: https://www.econbiz.de/10012308606
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