Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
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DOI: 10.1007/s10589-010-9316-8
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- Jinlong Lei & Uday V. Shanbhag & Jong-Shi Pang & Suvrajeet Sen, 2020. "On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games," Mathematics of Operations Research, INFORMS, vol. 45(1), pages 157-190, February.
- Sebastián Arpón & Tito Homem-de-Mello & Bernardo K. Pagnoncelli, 2020. "An ADMM algorithm for two-stage stochastic programming problems," Annals of Operations Research, Springer, vol. 286(1), pages 559-582, March.
- 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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Keywords
Stochastic programming; Nonlinear programming; Almost-sure feasibility; Recourse; W-condition; Sequential quadratic programming; Benders’ decomposition;All these keywords.
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