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Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms

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  • Ankur Kulkarni

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  • Uday Shanbhag

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Abstract

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Suggested Citation

  • Ankur Kulkarni & Uday Shanbhag, 2012. "Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms," Computational Optimization and Applications, Springer, vol. 51(1), pages 77-123, January.
  • Handle: RePEc:spr:coopap:v:51:y:2012:i:1:p:77-123
    DOI: 10.1007/s10589-010-9316-8
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    File URL: http://hdl.handle.net/10.1007/s10589-010-9316-8
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    References listed on IDEAS

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    1. John R. Birge, 1985. "Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs," Operations Research, INFORMS, vol. 33(5), pages 989-1007, October.
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    Cited by:

    1. Chen, Wenyi & Kucukyazici, Beste & Verter, Vedat & Jesús Sáenz, María, 2015. "Supply chain design for unlocking the value of remanufacturing under uncertainty," European Journal of Operational Research, Elsevier, vol. 247(3), pages 804-819.

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