Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints (Q5300540)
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scientific article; zbMATH DE number 6181959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints |
scientific article; zbMATH DE number 6181959 |
Statements
Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints (English)
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27 June 2013
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Slater constraint qualification
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exact penalization
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modified cutting-plane method
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level function method
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