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

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Liqun Qi | Robert S. Womersley

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

Postoptimality for multistage stochastic linear programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Jitka Dupačová

Continuous approximation schemes for stochastic programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: John R. Birge | Liqun Qi

Statistical approximations for recourse constrained stochastic programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Julia L. Higle | Suvrajeet Sen

Parallel gradient projection successive overrelaxation for symmetric linear complementarity problems and linear programs

JOURNAL ARTICLE published December 1988 in Annals of Operations Research

Authors: O. L. Mangasarian | R. De Leone

A stitching linear-scan method for roundness measurement of small cylinders

JOURNAL ARTICLE published 2018 in CIRP Annals

Authors: Yuan-Liu Chen | Yuki Machida | Yuki Shimizu | Hiraku Matsukuma | Wei Gao

Solving Sequences of Refined Multistage Stochastic Linear Programs

JOURNAL ARTICLE published November 2003 in Annals of Operations Research

Authors: Karl Frauendorfer | Gido Haarbrücker

Parallel decomposition of large-scale stochastic nonlinear programs

JOURNAL ARTICLE published December 1996 in Annals of Operations Research

Authors: John R. Birge | Charles H. Rosa

Robustness in stochastic programs with risk constraints

JOURNAL ARTICLE published November 2012 in Annals of Operations Research

Authors: Jitka Dupačová | Miloš Kopa

Multi-stage stochastic linear programs for portfolio optimization

JOURNAL ARTICLE published December 1993 in Annals of Operations Research

Authors: George B. Dantzig | Gerd Infanger

Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs

JOURNAL ARTICLE published December 1992 in Annals of Operations Research

Authors: Gerd Infanger

The computational complexity of multi-level linear programs

JOURNAL ARTICLE published December 1992 in Annals of Operations Research

Authors: Charles Blair

A splitting method for stochastic programs

JOURNAL ARTICLE published February 2006 in Annals of Operations Research

Authors: Teemu Pennanen | Markku Kallio

Parallel solution of large-scale, block-angular linear programs

JOURNAL ARTICLE published December 1990 in Annals of Operations Research

Authors: J. B. Rosen | Robert S. Maier

On the Selection of Dimension Reduction Techniques for Scientific Applications

BOOK CHAPTER published 2015 in Annals of Information Systems

Authors: Ya Ju Fan | Chandrika Kamath

On the formulation of stochastic linear programs using algebraic modelling languages

JOURNAL ARTICLE published December 1996 in Annals of Operations Research

Authors: H. I. Gassmann | A. M. Ireland

Petri nets, Horn programs, Linear Logic and vector games

JOURNAL ARTICLE published September 1995 in Annals of Pure and Applied Logic

Authors: Max I. Kanovich

Confidence intervals in the solution of stochastic integer linear programming problems

JOURNAL ARTICLE published February 1984 in Annals of Operations Research

Authors: Bruno Apolloni | Ferdinando Pezzella

Cellulose Acetate Electrophoresis—Techniques and Applications.

JOURNAL ARTICLE published 1 January 1971 in Annals of Internal Medicine