Inexact subgradient methods with applications in stochastic programming

DOI10.1007/BF01582059zbMath0807.90089OpenAlexW2012437081MaRDI QIDQ1315432

Kelly T. Au, Julia L. Higle, Suvrajeet Sen

Publication date: 10 March 1994

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01582059

zbMATH Keywords

convergencesubgradienttwo-stage stochastic linear programsprojected gradient-type methods

Mathematics Subject Classification ID

Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

A primal-dual approach to inexact subgradient methods, An SQP-type method and its application in stochastic programs, Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms, Convergence analysis of some methods for minimizing a nonsmooth convex function, An algorithm for approximating piecewise linear concave functions from sample gradients

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