Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation (Q2129194)

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English	Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation	scientific article

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instance of

scholarly article

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title

Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation (English)

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author

Yanyan Li

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published in

Optimization and Engineering

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publication date

22 April 2022

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zbMATH Keywords

stochastic programming

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sample average approximation

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mixed-integer nonlinear programming

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outer-approximation

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11081-020-09563-2

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cites work

BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.

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An outer-approximation algorithm for a class of mixed-integer nonlinear programs

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Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse

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Exploiting integrality in the global optimization of mixed-integer nonlinear programming problems with BARON

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Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming

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The Sample Average Approximation Method for Stochastic Discrete Optimization

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A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables

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A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables

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Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs

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Decomposition strategy for the stochastic pooling problem

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The empirical behavior of sampling methods for stochastic programming

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Monte Carlo bounding techniques for determinig solution quality in stochastic programs

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An algorithm for two-stage stochastic mixed-integer nonlinear convex problems

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A branch and bound method for stochastic global optimization

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A joint decomposition method for global optimization of multiscenario nonconvex mixed-integer nonlinear programs

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On structure and stability in stochastic programs with random technology matrix and complete integer recourse

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Asymptotic analysis of stochastic programs

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Asymptotic Behavior of Optimal Solutions in Stochastic Programming

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Lectures on Stochastic Programming

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PySP: modeling and solving stochastic programs in Python

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Identifiers

zbMATH Open document ID

1485.90074

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Mathematics Subject Classification ID

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10.1007/S11081-020-09563-2

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Mathematics(1 entry)

mardi Publication:2129194