Convergence conditions of stochastic programming algorithms

Cybernetics ◽

10.1007/bf01069202 ◽

1975 ◽

Vol 9 (3) ◽

pp. 464-468 ◽

Cited By ~ 2

Author(s):

E. A. Nurminskii

Keyword(s):

Stochastic Programming ◽

Convergence Conditions ◽

Programming Algorithms

Download Full-text

CONVERGENCE CONDITIONS FOR NONLINEAR PROGRAMMING ALGORITHMS

10.21236/ad0672928 ◽

1968 ◽

Author(s):

W. I. Zangwill

Keyword(s):

Nonlinear Programming ◽

Convergence Conditions ◽

Nonlinear Programming Algorithms ◽

Programming Algorithms

Download Full-text

Stopping Rules for a Class of Sampling-Based Stochastic Programming Algorithms

Operations Research ◽

10.1287/opre.46.5.710 ◽

1998 ◽

Vol 46 (5) ◽

pp. 710-718 ◽

Cited By ~ 10

Author(s):

David P. Morton

Keyword(s):

Stochastic Programming ◽

Stopping Rules ◽

Programming Algorithms

Download Full-text

Convergence Conditions for Nonlinear Programming Algorithms

Management Science ◽

10.1287/mnsc.16.1.1 ◽

1969 ◽

Vol 16 (1) ◽

pp. 1-13 ◽

Cited By ~ 36

Author(s):

Willard I. Zangwill

Keyword(s):

Nonlinear Programming ◽

Convergence Conditions ◽

Nonlinear Programming Algorithms ◽

Programming Algorithms

Download Full-text

Convergence conditions for nonlinear programming algorithms

Cybernetics ◽

10.1007/bf01068520 ◽

1974 ◽

Vol 8 (6) ◽

pp. 959-962 ◽

Cited By ~ 3

Author(s):

E. A. Nurminskii

Keyword(s):

Nonlinear Programming ◽

Convergence Conditions ◽

Nonlinear Programming Algorithms ◽

Programming Algorithms

Download Full-text

Convergence Conditions for the Observed Mean Method in Stochastic Programming

Cybernetics and Systems Analysis ◽

10.1007/s10559-018-0006-3 ◽

2018 ◽

Vol 54 (1) ◽

pp. 45-59

Author(s):

P. S. Knopov ◽

V. I. Norkin

Keyword(s):

Stochastic Programming ◽

Convergence Conditions

Download Full-text

Stochastic Programming Problems with Probability and Quantile Functions

Journal of the Operational Research Society ◽

10.1038/sj.jors.2600833 ◽

1997 ◽

Vol 48 (8) ◽

pp. 849-849

Author(s):

A I Kibzun ◽

Y S Kan

Keyword(s):

Stochastic Programming ◽

Quantile Functions

Download Full-text

Nonlinear Stochastic Programming Involving CVaR in the Objective and Constraints

Informatica ◽

10.15388/informatica.2015.65 ◽

2015 ◽

Vol 26 (4) ◽

pp. 569-591 ◽

Cited By ~ 2

Author(s):

Valerijonas Dumskis ◽

Leonidas Sakalauskas

Keyword(s):

Stochastic Programming

Download Full-text

Optimal purchasing strategies for large power consumers by two-stage stochastic programming with linear partial information

Electrical Engineering and Information Technology ◽

10.2495/ceeit140201 ◽

2014 ◽

Author(s):

Xue Wang ◽

Xinshun Ma

Keyword(s):

Stochastic Programming ◽

Partial Information ◽

Two Stage ◽

Large Power ◽

Linear Partial Information

Download Full-text

Integer Programming Algorithms

Linear and Convex Optimization ◽

10.1002/9781119664079.ch13 ◽

2021 ◽

pp. 275-296

Keyword(s):

Integer Programming ◽

Programming Algorithms

Download Full-text

Contracts in electricity markets under EU ETS: A stochastic programming approach

Energy Economics ◽

10.1016/j.eneco.2021.105309 ◽

2021 ◽

pp. 105309

Author(s):

Arega Getaneh Abate ◽

Rossana Riccardi ◽

Carlos Ruiz

Keyword(s):

Stochastic Programming ◽

Electricity Markets ◽

Programming Approach ◽

Eu Ets

Download Full-text