A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming
International Journal of Computational Engineering Science
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sg-nus-scholar.10635-527652015-01-24T12:34:56Z 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 2014-05-19T02:49:45Z 2014-05-19T02:49:45Z 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/10635/52765 NOT_IN_WOS Scopus |
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Lagrangian-dual Functions Moreau-Yosida Regularization Multi-stage Stochastic Programming Self-concordant Functions |
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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 |
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International Journal of Computational Engineering Science |
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MATHEMATICS |
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MATHEMATICS Meng, F. Tan, R.C.E. Zhao, G. |
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Article |
author |
Meng, F. Tan, R.C.E. Zhao, G. |
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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 |
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2014 |
url |
http://scholarbank.nus.edu.sg/handle/10635/52765 |
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