An inexact Lagrange-Newton method for stochastic quadratic programs with recourse

DOI10.1007/s11766-004-0058-1zbMath1133.90375OpenAlexW2004627974MaRDI QIDQ1764396

Changyin Zhou, Guo-Ping He

Publication date: 24 February 2005

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-004-0058-1

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

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