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 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

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

JOURNAL ARTICLE published 2022 in Journal of Mathematical and Computational Science

On structure and stability in stochastic programs with random technology matrix and complete integer recourse

JOURNAL ARTICLE published October 1995 in Mathematical Programming

Authors: Rüdiger Schultz

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 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

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

The value of the stochastic solution in stochastic linear programs with fixed recourse

JOURNAL ARTICLE published December 1982 in Mathematical Programming

Authors: John R. Birge

Distribution sensitivity analysis for stochastic programs with complete recourse

JOURNAL ARTICLE published October 1985 in Mathematical Programming

Authors: Jinde Wang

Projection Generalized Two-Point Extragradient Quasi-Newton Method for Saddle-Point and Other Problems

JOURNAL ARTICLE published February 2020 in Computational Mathematics and Mathematical Physics

Authors: V. G. Malinov

Hybrid algorithm to Newton Raphson method and bisection method

JOURNAL ARTICLE published 2021 in Journal of Mathematical and Computational Science

A Heuristic Adaptive Fast Gradient Method in Stochastic Optimization Problems

JOURNAL ARTICLE published July 2020 in Computational Mathematics and Mathematical Physics

Authors: A. V. Ogal’tsov | A. I. Tyurin

Distribution functions in stochastic programs with recourse: A parametric analysis

JOURNAL ARTICLE published December 1974 in Mathematical Programming

Authors: Stanley J. Garstka

Multistage stochastic programs with block-separable recourse

BOOK CHAPTER published 1986 in Mathematical Programming Studies

Authors: François V. Louveaux

Stochastic stability on general state spaces

JOURNAL ARTICLE published May 2015 in Journal of Mathematical Economics

Authors: Jonathan Newton

Two-stage quadratic integer programs with stochastic right-hand sides

JOURNAL ARTICLE published June 2012 in Mathematical Programming

Authors: Osman Y. Özaltın | Oleg A. Prokopyev | Andrew J. Schaefer

Attraction of Newton method to critical Lagrange multipliers: fully quadratic case

JOURNAL ARTICLE published August 2015 in Mathematical Programming

Authors: A. F. Izmailov | E. I. Uskov

Quadratic approximation of penalty functions for solving large-scale linear programs

JOURNAL ARTICLE published February 2007 in Computational Mathematics and Mathematical Physics

Authors: L. D. Popov

Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems

JOURNAL ARTICLE published September 2010 in Mathematical Programming

Authors: Damián Fernández | Mikhail Solodov