Finding search directions in quasi-Newton methods for minimizing a quadratic function subject to uncertainty
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DOI: 10.1007/s10589-025-00661-4
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References listed on IDEAS
- Anders Forsgren & Tove Odland, 2018. "On exact linesearch quasi-Newton methods for minimizing a quadratic function," Computational Optimization and Applications, Springer, vol. 69(1), pages 225-241, January.
- B. K. Pagnoncelli & S. Ahmed & A. Shapiro, 2009. "Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications," Journal of Optimization Theory and Applications, Springer, vol. 142(2), pages 399-416, August.
- Brian Irwin & Eldad Haber, 2023. "Secant penalized BFGS: a noise robust quasi-Newton method via penalizing the secant condition," Computational Optimization and Applications, Springer, vol. 84(3), pages 651-702, April.
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Keywords
Quadratic programming; Quasi-Newton method; Stochastic quasi-Newton method; Chance constrained model;All these keywords.
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