Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
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Publication:434187
DOI10.1007/s10589-010-9316-8zbMath1270.90038OpenAlexW2040192270MaRDI QIDQ434187
Ankur A. Kulkarni, Uday V. Shanbhag
Publication date: 10 July 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-010-9316-8
stochastic programmingsequential quadratic programmingnonlinear programmingBenders decomposition\(W\)-conditionalmost-sure feasibilityrecourse
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