Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation

DOI10.1007/s11081-020-09563-2zbMath1485.90074OpenAlexW3088314668MaRDI QIDQ2129194

Yanyan Li

Publication date: 22 April 2022

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-020-09563-2

zbMATH Keywords

stochastic programmingmixed-integer nonlinear programmingsample average approximationouter-approximation

Mathematics Subject Classification ID

Mixed integer programming (90C11) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)

Related Items (1)

M-estimators for models with a mix of discrete and continuous parameters

Uses Software

• BARON
• Pyomo
• PySP
• APOGEE
• SUTIL

Cites Work

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• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
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• Asymptotic Behavior of Optimal Solutions in Stochastic Programming
• Exploiting integrality in the global optimization of mixed-integer nonlinear programming problems with BARON
• Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
• Pyomo -- optimization modeling in Python

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