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Statistical approximations for recourse constrained stochastic programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

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Newton's method for quadratic stochastic programs with recourse

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JOURNAL ARTICLE published December 1991 in Annals of Operations Research

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JOURNAL ARTICLE published December 1996 in Annals of Operations Research

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Statistical verification of optimality conditions for stochastic programs with recourse

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

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An SQP algorithm for extended linear-quadratic problems in stochastic programming

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

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Partition-based decomposition algorithms for two-stage Stochastic integer programs with continuous recourse

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Research funded by National Science Foundation (CMMI-1562245)

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Postoptimality for multistage stochastic linear programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

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Continuous approximation schemes for stochastic programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

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A parallel quasi-Newton method for partially separable large scale minimization

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L-shaped Method for Two-stage Stochastic Programs with Recourse

REFERENCE ENTRY published in SpringerReference

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JOURNAL ARTICLE published December 1996 in Annals of Operations Research

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A splitting method for stochastic programs

JOURNAL ARTICLE published February 2006 in Annals of Operations Research

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Smoothing inexact Newton method based on a new derivative-free nonmonotone line search for the NCP over circular cones

JOURNAL ARTICLE published December 2020 in Annals of Operations Research

Research funded by National Natural Science Foundation of China (11771255)

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Stochastic Trust Region Inexact Newton Method

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On augmented Lagrangian decomposition methods for multistage stochastic programs

JOURNAL ARTICLE published December 1996 in Annals of Operations Research

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A globally convergent inexact Newton method with a new choice for the forcing term

JOURNAL ARTICLE published 12 October 2007 in Annals of Operations Research

Authors: Márcia A. Gomes-Ruggiero | Véra Lucia Rocha Lopes | Julia Victoria Toledo-Benavides