Pages that link to "Item:Q3735474"
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The following pages link to A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming (Q3735474):
Displaying 49 items.
- A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622) (← links)
- Conditioning of linear-quadratic two-stage stochastic optimization problems (Q484135) (← links)
- Approximating saddle points as equilibria of differential inclusions (Q581831) (← links)
- Stochastic programming in water management: A case study and a comparison of solution techniques (Q803039) (← links)
- A class of volumetric barrier decomposition algorithms for stochastic quadratic programming (Q884639) (← links)
- Distribution sensitivity in stochastic programming (Q1176576) (← links)
- A numerical method for solving stochastic programming problems with moment constraints on a distribution function (Q1176853) (← links)
- Modified proximal point algorithm for extended linear-quadratic programming (Q1203069) (← links)
- Accelerating the regularized decomposition method for two stage stochastic linear problems (Q1278964) (← links)
- Stochastic optimization on Bayesian nets (Q1278967) (← links)
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs (Q1318278) (← links)
- Containing groundwater contamination: Planning models using stochastic programming with recourse (Q1333469) (← links)
- Solving large-scale minimax problems with the primal-dual steepest descent algorithm (Q1340066) (← links)
- Solution of monotone complementarity problems with locally Lipschitzian functions (Q1356058) (← links)
- An SQP-type method and its application in stochastic programs (Q1411396) (← links)
- Newton-type methods for stochastic programming. (Q1597071) (← links)
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods (Q1652036) (← links)
- An inexact Lagrange-Newton method for stochastic quadratic programs with recourse (Q1764396) (← links)
- Parallel decomposition of multistage stochastic programming problems (Q1803606) (← links)
- Computational schemes for large-scale problems in extended linear- quadratic programming (Q1813335) (← links)
- The approximation of separable stochastic programs (Q1893960) (← links)
- An SQP algorithm for extended linear-quadratic problems in stochastic programming (Q1896457) (← links)
- A globally convergent Newton method for convex \(SC^ 1\) minimization problems (Q1896575) (← links)
- Newton's method for quadratic stochastic programs with recourse (Q1900750) (← links)
- A parallel inexact Newton method for stochastic programs with recourse (Q1918424) (← links)
- A predictor-corrector method for extended linear-quadratic programming (Q1919785) (← links)
- Quantitative stability of mixed-integer two-stage quadratic stochastic programs (Q1935928) (← links)
- Stochastic mathematical programs with equilibrium constraints (Q1969762) (← links)
- A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse (Q1992358) (← links)
- Visualization of the \(\varepsilon \)-subdifferential of piecewise linear-quadratic functions (Q2013149) (← links)
- Primal superlinear convergence of SQP methods in piecewise linear-quadratic composite optimization (Q2116019) (← links)
- Stability and sensitivity-analysis for stochastic programming (Q2277142) (← links)
- Continuity and stability of two-stage stochastic programs with quadratic continuous recourse (Q2353475) (← links)
- Solving dynamic stochastic economic models by mathematical programming decomposition methods (Q2384600) (← links)
- Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101) (← links)
- On multiple simple recourse models (Q2433237) (← links)
- Build-pack planning for hard disk drive assembly with approved vendor matrices and stochastic demands (Q2433468) (← links)
- Globally and superlinearly convergent trust-region algorithm for convex \(SC^ 1\)-minimization problems and its application to stochastic programs (Q2565034) (← links)
- Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
- Interior projection-like methods for monotone variational inequalities (Q2570999) (← links)
- Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program (Q3395170) (← links)
- The direct method for solution and analysis of a two-stage linear stochastic problem (Q3975674) (← links)
- Linear‐quadratic efficient frontiers for portfolio optimization (Q4299536) (← links)
- The iterative methods for monotone generalized variational inequalities (Q4375432) (← links)
- Generalized Newton Algorithms for Tilt-Stable Minimizers in Nonsmooth Optimization (Q4989930) (← links)
- On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games (Q5108262) (← links)
- Local Convergence Analysis of Augmented Lagrangian Methods for Piecewise Linear-Quadratic Composite Optimization Problems (Q5162655) (← links)
- A Cooperative Recurrent Neural Network for Solving <i>L</i><sub>1</sub> Estimation Problems with General Linear Constraints (Q5453543) (← links)
- Multistage quadratic stochastic programming (Q5936073) (← links)
