A Decomposition Method Based on SQP for a Class of Multistage Stochastic Nonlinear Programs (Q4441954)
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scientific article; zbMATH DE number 2029287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Decomposition Method Based on SQP for a Class of Multistage Stochastic Nonlinear Programs |
scientific article; zbMATH DE number 2029287 |
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A Decomposition Method Based on SQP for a Class of Multistage Stochastic Nonlinear Programs (English)
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19 January 2004
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multistage stochastic nonlinear programs
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sequential quadratic programming
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scenario analysis
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decomposition
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