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Interior-point methods
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Nonlinear stochastic optimization
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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
(scenario) trees. We present structure-preserving Quasi-Newton update formulas as well as
structured
inertia
correction
…
Persistent link: https://www.econbiz.de/10014503983
Saved in:
2
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
Saved in:
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