A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming

A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming

International Journal of Computational Engineering Science

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Bibliographic Details
Main Authors: Meng, F., Tan, R.C.E., Zhao, G.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Lagrangian-dual Functions
Moreau-Yosida Regularization
Multi-stage Stochastic Programming
Self-concordant Functions
Online Access:http://scholarbank.nus.edu.sg/handle/10635/102770
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Institution: National University of Singapore
Description
Summary:International Journal of Computational Engineering Science

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