An algorithm for constrained nonlinear optimization under uncertainty
type: Item
instance of: scholarly article
title: An algorithm for constrained nonlinear optimization under uncertainty
zbMATH Open document ID: 0966.90074
DOI: 10.1016/S0005-1098(98)00150-2
author: V. Pereyra
published in: Automatica
publication date: 2001-08-20T00:00:00Z
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 90C55
zbMATH DE Number: 1325689
zbMATH Keywords: uncertainty
zbMATH Keywords: robust optimization
zbMATH Keywords: risk management
zbMATH Keywords: mean-variance analysis
zbMATH Keywords: nonlinear programming
zbMATH Keywords: sequential quadratic programming
zbMATH Keywords: Goldstein-Levitin-Polyak algorithm
MaRDI profile type: Publication
full work available at URL: s0005-1098(98)00150-2
OpenAlex ID: W2070871865
description: scientific article; zbMATH DE number 1325689