A decomposition method based on SQP for a class of multistage stochastic nonlinear programs

10.1137/S1052623402361447

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Bibliographic Details
Main Authors:	Liu, X., Zhao, G.
Other Authors:	SINGAPORE-MIT ALLIANCE
Format:	Article
Published:	2014
Subjects:	Decomposition Multistage stochastic nonlinear programs Scenario analysis Sequential quadratic programming
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/114292
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-1142922023-10-27T07:40:43Z A decomposition method based on SQP for a class of multistage stochastic nonlinear programs Liu, X. Zhao, G. SINGAPORE-MIT ALLIANCE MATHEMATICS Decomposition Multistage stochastic nonlinear programs Scenario analysis Sequential quadratic programming 10.1137/S1052623402361447 SIAM Journal on Optimization 14 1 200-222 2014-12-02T06:52:24Z 2014-12-02T06:52:24Z 2004 Article Liu, X., Zhao, G. (2004). A decomposition method based on SQP for a class of multistage stochastic nonlinear programs. SIAM Journal on Optimization 14 (1) : 200-222. ScholarBank@NUS Repository. https://doi.org/10.1137/S1052623402361447 10526234 http://scholarbank.nus.edu.sg/handle/10635/114292 000185130700008 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Decomposition Multistage stochastic nonlinear programs Scenario analysis Sequential quadratic programming
spellingShingle	Decomposition Multistage stochastic nonlinear programs Scenario analysis Sequential quadratic programming Liu, X. Zhao, G. A decomposition method based on SQP for a class of multistage stochastic nonlinear programs
description	10.1137/S1052623402361447
author2	SINGAPORE-MIT ALLIANCE
author_facet	SINGAPORE-MIT ALLIANCE Liu, X. Zhao, G.
format	Article
author	Liu, X. Zhao, G.
author_sort	Liu, X.
title	A decomposition method based on SQP for a class of multistage stochastic nonlinear programs
title_short	A decomposition method based on SQP for a class of multistage stochastic nonlinear programs
title_full	A decomposition method based on SQP for a class of multistage stochastic nonlinear programs
title_fullStr	A decomposition method based on SQP for a class of multistage stochastic nonlinear programs
title_full_unstemmed	A decomposition method based on SQP for a class of multistage stochastic nonlinear programs
title_sort	decomposition method based on sqp for a class of multistage stochastic nonlinear programs
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/114292
_version_	1781789267742162944

A decomposition method based on SQP for a class of multistage stochastic nonlinear programs

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