One approach to the two-stage problem with strict constraints in nonlinear programming (Q1975794)
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scientific article; zbMATH DE number 1438798
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One approach to the two-stage problem with strict constraints in nonlinear programming |
scientific article; zbMATH DE number 1438798 |
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One approach to the two-stage problem with strict constraints in nonlinear programming (English)
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8 May 2000
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Algorithms are developed for solving the two-stage problem with strict constraints in nonlinear programming. In these algorithms, the initial continuum of the values of undetermined parameters is replaced by a finite set, which is iteratively counted. The proposed algorithms differ from the known ones of this type, in that theoretically substantiated rules that help to avoid unnecessary growth of the replacement set are provided. In some versions, the number of points in the replacement set is bounded by \(n+1\), where \(n\) is the dimension of a vector of unknown variables.
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two-stage problem
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strict constraints
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nonlinear programming
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