Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse

JOURNAL ARTICLE published February 2006 in Mathematical Programming

Authors: Rüdiger Schultz | Stephan Tiedemann

A three-term conjugate gradient method with accelerated subspace quadratic optimization

JOURNAL ARTICLE published August 2022 in Journal of Applied Mathematics and Computing

Research funded by National Natural Science Foundation of China (11771383) | Natural Science Foundation of Guangxi Province (2020GXNSFDA238017) | Research Project of Guangxi University for Nationalities (2018KJQ-D02) | Innovation Project of Guangxi University for Nationalities Graduate Education (No.gxun-chxps201909)

Authors: Jinbao Jian | Wenrui Chen | Xianzhen Jiang | Pengjie Liu

A global convergent quasi-Newton method for systems of monotone equations

JOURNAL ARTICLE published February 2014 in Journal of Applied Mathematics and Computing

Authors: Zixin Chen | Wanyou Cheng | Xiaoliang Li

Strong convexity in risk-averse stochastic programs with complete recourse

JOURNAL ARTICLE published October 2018 in Computational Management Science

Authors: Matthias Claus | Rüdiger Schultz | Kai Spürkel

Some derivative free quadratic and cubic convergence iterative formulas for solving nonlinear equations

JOURNAL ARTICLE published 2010 in Computational & Applied Mathematics

Authors: Mehdi Dehghan | Masoud Hajarian

An efficient Newton-type method with fifth-order convergence for solving nonlinear equations

JOURNAL ARTICLE published 2008 in Clinics

Authors: Liang Fang | Li Sun | Guoping He

A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs

JOURNAL ARTICLE published December 2022 in Computational Optimization and Applications

Research funded by 非線形半正定値最適化理論の深化と機械学習への応用 (20K19748) | 非線形半正定値計画問題に対する高速かつ効率的手法の開発 (21K17709)

Authors: Yuya Yamakawa | Takayuki Okuno

Application of Stochastic Programming Technique to Solve Interval Quadratic Programming Problem

JOURNAL ARTICLE published February 2021 in International Journal of Applied and Computational Mathematics

Authors: Shaveta Kumari | Saurabh Srivastava

Quantitative stability of mixed-integer two-stage quadratic stochastic programs

JOURNAL ARTICLE published April 2012 in Mathematical Methods of Operations Research

Authors: Zhiping Chen | Youpan Han

A semismooth sequential quadratic programming method for lifted mathematical programs with vanishing constraints

JOURNAL ARTICLE published June 2011 in Computational Mathematics and Mathematical Physics

Authors: A. F. Izmailov | A. L. Pogosyan

Solutions of the Simple Recourse Problem

BOOK CHAPTER published 1995 in Stochastic Programming

Authors: András Prékopa

Stability Studies in Stochastic Programs with Recourse. A Special Case

BOOK CHAPTER published 31 December 1982 in Mai 1982

Authors: J. Dupacova

Adaptive algorithm for stochastic Galerkin method

JOURNAL ARTICLE published October 2015 in Applications of Mathematics

Authors: Ivana Pultarová

Stochastic Gauss–Newton algorithm with STORM estimators for nonconvex composite optimization

JOURNAL ARTICLE published December 2022 in Journal of Applied Mathematics and Computing

Research funded by National Natural Science Foundation of China (NSFC11801131) | Natural Science Foundation of Hebei Province (No. A2019202229)

Authors: Zhaoxin Wang | Bo Wen

A distributed algorithm for high-dimension convex quadratically constrained quadratic programs

JOURNAL ARTICLE published December 2021 in Computational Optimization and Applications

Research funded by National Science Foundation (CMMI-1832688) | School of Industrial Engineering, Purdue University (Emerging Frontiers)

Authors: Run Chen | Andrew L. Liu

The integer L-shaped method for stochastic integer programs with complete recourse

JOURNAL ARTICLE published April 1993 in Operations Research Letters

Authors: Gilbert Laporte | François V. Louveaux

Quantitative stability of full random two-stage stochastic programs with recourse

JOURNAL ARTICLE published August 2015 in Optimization Letters

Authors: Youpan Han | Zhiping Chen

An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems

JOURNAL ARTICLE published June 2023 in Journal of Applied Mathematics and Computing

Research funded by National Natural Science Foundation of China (11831010,61821004,61925306) | Natural Science Foundation of Shandong Province (ZR2019ZD42,ZR2020ZD24) | National Key R &D Program of China (2022YFA1006103)

Authors: Heng Zhang

Continuity and stability of two-stage stochastic programs with quadratic continuous recourse

JOURNAL ARTICLE published 2015 in Numerical Algebra, Control & Optimization

Authors: Zhiping Chen | ,Department of Computing Science, School of Mathematics and Statistics, Xi'an Jiaotong University, 710049 Xi'an, Shanxi | Youpan Han | ,School of Science, Xi'an Polytechnic University,710048 Xi'an, Shanxi

On the DSM Newton-type method

JOURNAL ARTICLE published February 2012 in Journal of Applied Mathematics and Computing

Authors: A. G. Ramm