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

International Journal of Computational Engineering Science

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Main Authors: Meng, F., Tan, R.C.E., Zhao, G.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/102770
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1027702015-05-23T17:28:58Z A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming Meng, F. Tan, R.C.E. Zhao, G. MATHEMATICS Lagrangian-dual Functions Moreau-Yosida Regularization Multi-stage Stochastic Programming Self-concordant Functions International Journal of Computational Engineering Science 5 2 327-344 2014-10-28T02:29:29Z 2014-10-28T02:29:29Z 2004-06 Article Meng, F.,Tan, R.C.E.,Zhao, G. (2004-06). A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming. International Journal of Computational Engineering Science 5 (2) : 327-344. ScholarBank@NUS Repository. 14658763 http://scholarbank.nus.edu.sg/handle/10635/102770 NOT_IN_WOS Scopus
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
topic Lagrangian-dual Functions
Moreau-Yosida Regularization
Multi-stage Stochastic Programming
Self-concordant Functions
spellingShingle Lagrangian-dual Functions
Moreau-Yosida Regularization
Multi-stage Stochastic Programming
Self-concordant Functions
Meng, F.
Tan, R.C.E.
Zhao, G.
A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming
description International Journal of Computational Engineering Science
author2 MATHEMATICS
author_facet MATHEMATICS
Meng, F.
Tan, R.C.E.
Zhao, G.
format Article
author Meng, F.
Tan, R.C.E.
Zhao, G.
author_sort Meng, F.
title A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming
title_short A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming
title_full A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming
title_fullStr A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming
title_full_unstemmed A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming
title_sort superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/102770
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