Newton-type methods for stochastic programming-Reference-Cited by-同舟云学术

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Newton-type methods for stochastic programming

Published:2000-05 Issue:10-12 Volume:31 Page:89-98
ISSN:0895-7177
Container-title:Mathematical and Computer Modelling
language:en
Short-container-title:Mathematical and Computer Modelling

Author:

Chen X

Publisher

Elsevier BV

Subject

Computer Science Applications,Modeling and Simulation

Reference31 articles.

1. Stochastic Programming;Kail,1994

2. On minimizing a convex function subject to linear inequalities;Beals;J. Roy. Stat. Soc.,1955

3. Linear programming under uncertainty;Dantzig;Management Sci.,1955

4. A parallel BFGS-SQP method for stochastic linear programs;Chen,1995

5. A Lagrangian finite-generation technique for solving linear-quadratic problems in stochastic programming;Rockafellar;Math. Prog. Study,1986

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1. Fail-Stop Group Signature Scheme;Security and Communication Networks;2021-02-08

2. Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming;Journal of Applied Mathematics;2013

3. Log-barrier method for two-stage quadratic stochastic programming;Applied Mathematics and Computation;2005-05

4. Refinery Planning under Uncertainty;Industrial & Engineering Chemistry Research;2004-09-10

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