Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints

DOI10.1137/110850815zbMath1267.90009OpenAlexW2161541280MaRDI QIDQ5300540

Huifu Xu, Yong Wang, Hailin Sun, Rudabeh Meskarian

Publication date: 27 June 2013

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

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/2414/1/SSD-SIOPT-Final.pdf

zbMATH Keywords

exact penalization Slater constraint qualification level function method modified cutting-plane method

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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