Exact penalty functions in single-stage stochastic programming1

DOI10.1080/02331939008843600zbMath0746.90043OpenAlexW2118647447MaRDI QIDQ3970361

Jochem Zowe, Sjur Didrik Flåm

Publication date: 25 June 1992

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939008843600

zbMATH Keywords

nonsmooth analysisconstraint qualificationsexact penalty functionsconvex single-stage stochastic programming

Mathematics Subject Classification ID

Related Items (2)

Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming ⋮ Approximation-exact penalty function method for solving a class of stochastic programming

Cites Work

• Unnamed Item
• Measures as Lagrange multipliers in multistage stochastic programming
• Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
• Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
• The Entropic Penalty Approach to Stochastic Programming
• Optimization and nonsmooth analysis
• An exact penalty function for semi-infinite programming
• Conditions Nécessaires d’Optimalité pour un Programme Stochastique avec Recours

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