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Epsilon-projection method for two-stage SLP - MaRDI portal

Epsilon-projection method for two-stage SLP (Q2811602)

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scientific article; zbMATH DE number 6592224
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English
Epsilon-projection method for two-stage SLP
scientific article; zbMATH DE number 6592224

    Statements

    10 June 2016
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    stochastic programming
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    Monte Carlo method
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    optimization
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    stochastic gradient
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    statistical criteria
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    epsilon-feasible direction
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    epsilon-projection
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    Epsilon-projection method for two-stage SLP (English)
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    Identifiers

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