Nonsmooth-optimization methods in problems of stochastic programming

DOI10.1007/BF02733404zbMath0961.68027OpenAlexW1992596527MaRDI QIDQ1580189

N. G. Zhurbenko, T. A. Bardadym, A. P. Lykhovid, Naum Z. Shor, Petro I. Stetsyuk

Publication date: 18 January 2001

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02733404

zbMATH Keywords

stochastic programmingnonsmooth-optimization methodsSLP-IOR simulation systems

Mathematics Subject Classification ID

Other programming paradigms (object-oriented, sequential, concurrent, automatic, etc.) (68N19)

Related Items

Theory of continuous optimal set partitioning problems as a universal mathematical formalism for constructing Voronoi diagrams and their generalizations. I. Theoretical foundations ⋮ Theory of continuous optimal set partitioning problems as a universal mathematical formalism for constructing Voronoi diagrams and their generalizations. II: Algorithms for constructing Voronoi diagrams based on the theory of optimal set partitioning

Uses Software

• SLP-IOR
• GAMS
• PLANNER

Cites Work

• SLP-IOR: An interactive model management system for stochastic linear programs
• Nondifferentiable optimization and polynomial problems
• Stochastic decomposition. A statistical method for large scale stochastic linear programming
• Stochastic Optimization Problems with Incomplete Information on Distribution Functions
• Solving stochastic programming problems with recourse including error bounds
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