Subdifferential Convergence in Stochastic Programs

DOI10.1137/0805022zbMath0839.90087OpenAlexW2034298186MaRDI QIDQ4838963

Liqun Qi, John R. Birge

Publication date: 23 June 1996

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2027.42/3658

zbMATH Keywords

subdifferentialsapproximation schemes for stochastic programsequiconvergence of closed convex functions

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Stochastic programming (90C15)

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A numerical method for two-stage stochastic programs under uncertainty ⋮ An SQP-type method and its application in stochastic programs ⋮ Stability analysis of stochastic programs with second order dominance constraints ⋮ Stochastic ultimate load analysis:models and solution methods¹ ⋮ Convergence of set-valued mappings: Equi-outer semicontinuity ⋮ Convergence analysis of some methods for minimizing a nonsmooth convex function ⋮ An algorithm for approximating piecewise linear concave functions from sample gradients ⋮ Asymptotic behavior of solutions: an application to stochastic NLP

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