Newton's method for quadratic stochastic programs with recourse

JOURNAL ARTICLE published June 1995 in Journal of Computational and Applied Mathematics

Authors: Xiaojun Chen | Liqun Qi | Robert S. Womersley

An inexact lagrange-newton method for stochastic quadratic programs with recourse

JOURNAL ARTICLE published June 2004 in Applied Mathematics-A Journal of Chinese Universities

Authors: Zhou Changyin | He Guoping

A parallel inexact newton method for stochastic programs with recourse

JOURNAL ARTICLE published December 1996 in Annals of Operations Research

Authors: Xiaojun Chen | Robert S. Womersley

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

REFERENCE ENTRY published in SpringerReference

Continuity of parametric mixed-integer quadratic programs and its application to stability analysis of two-stage quadratic stochastic programs with mixed-integer recourse

JOURNAL ARTICLE published 2 September 2015 in Optimization

Authors: Youpan Han | Zhiping Chen

Semismooth Newton method for quadratic programs with bound constraints

JOURNAL ARTICLE published October 2009 in Computational Mathematics and Mathematical Physics

Authors: A. N. Daryina | A. F. Izmailov

On a primal-dual Newton proximal method for convex quadratic programs

JOURNAL ARTICLE published March 2022 in Computational Optimization and Applications

Authors: Alberto De Marchi

Factorization of a polynomial into quadratic factors by Newton method

JOURNAL ARTICLE published 1969 in Applications of Mathematics

Authors: Josef Dvorčuk

Stochastic Programs with Recourse: Upper Bounds

REFERENCE ENTRY published in SpringerReference

Stochastic Programs with Recourse

JOURNAL ARTICLE published September 1967 in SIAM Journal on Applied Mathematics

Authors: David W. Walkup | Roger J.-B. Wets

Two-Stage Stochastic Programs with Recourse, SPR

REFERENCE ENTRY published in SpringerReference

On the connection between the conjugate gradient method and quasi-Newton methods on quadratic problems

JOURNAL ARTICLE published March 2015 in Computational Optimization and Applications

Authors: Anders Forsgren | Tove Odland

An improved Newton-Raphson method with quadratic convergence for solving nonlinear transcendental equations

JOURNAL ARTICLE published 2022 in Journal of Mathematical and Computational Science

Sub-quadratic convergence of a smoothing Newton method for second-order cone programming

JOURNAL ARTICLE published February 2008 in Journal of Applied Mathematics and Computing

Authors: Xiaoni Chi | Sanyang Liu

Stochastic Linear Programs with Recourse and Arbitrary Multivariate Distributions

REFERENCE ENTRY published in SpringerReference

Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time

JOURNAL ARTICLE published November 2002 in ZAMM

Authors: J. Dupačová | K. Sladký

On sample average approximation for two-stage stochastic programs without relatively complete recourse

JOURNAL ARTICLE published November 2022 in Mathematical Programming

Research funded by National Science Foundation (CMMI-1634597)

Authors: Rui Chen | James Luedtke

Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse

JOURNAL ARTICLE published November 2022 in Mathematical Programming

Research funded by Comisión Nacional de Investigación Científica y Tecnológica (FONDECYT 1161064 & 1200809)

Authors: Cristian Ramirez-Pico | Eduardo Moreno

Global convergence of a regularized factorized quasi-Newton method for nonlinear least squares problems

JOURNAL ARTICLE published 2010 in Computational & Applied Mathematics

Authors: Weijun Zhou | Li Zhang

Approximations to stochastic programs with complete fixed recourse

JOURNAL ARTICLE published August 1974 in Numerische Mathematik

Authors: Peter Kall