Globally and superlinearly convergent trust-region algorithm for convex \(SC^ 1\)-minimization problems and its application to stochastic programs (Q2565034)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Globally and superlinearly convergent trust-region algorithm for convex \(SC^ 1\)-minimization problems and its application to stochastic programs |
scientific article |
Statements
Globally and superlinearly convergent trust-region algorithm for convex \(SC^ 1\)-minimization problems and its application to stochastic programs (English)
0 references
20 July 1997
0 references
global convergence
0 references
superlinear convergence
0 references
SC\(^ 1\)-function
0 references
stochastic quadratic programming
0 references
trust-region algorithm
0 references
0 references
0 references
0 references
0 references
0 references
