A stochastic geometric programming problem with multiplicative recourse
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Publication:916566
DOI10.1016/0167-6377(90)90048-AzbMath0703.90069OpenAlexW2051169620MaRDI QIDQ916566
Publication date: 1990
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6377(90)90048-a
Nonlinear programming (90C30) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items (12)
Range division and contraction algorithm for a class of global optimization problems ⋮ An infeasible interior-point algorithm for solving primal and dual geometric programs ⋮ Branch-reduction-bound algorithm for generalized geometric programming ⋮ Unnamed Item ⋮ Perfect duality in solving geometric programming problems under uncertainty ⋮ A global optimization approach for solving generalized nonlinear multiplicative programming problem ⋮ A robust algorithm for generalized geometric programming ⋮ Copula theory approach to stochastic geometric programming ⋮ Global optimization for the generalized polynomial sum of ratios problem ⋮ Global optimization of generalized geometric programming ⋮ A nonisolated optimal solution for special reverse convex programming problems ⋮ A deterministic global optimization algorithm for generalized geometric programming
Cites Work
- Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models
- Optimal design modifications by geometric programming and constrained stochastic network models
- Optimal Engineering Design Under Uncertainty by Geometric Programming
- Programming Under Uncertainty: The Equivalent Convex Program
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