全球智库信息集成服务系统(G2TT): Nonlinear Programming Techniques Applied to Stochastic Programs with Recourse.

G2TT

来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Nonlinear Programming Techniques Applied to Stochastic Programs with Recourse.
	Nazareth JL; Wets RJ-B
发表日期	1985
出版者	IIASA, Laxenburg, Austria: WP-85-062
出版年	1985
语种	英语
摘要	Stochastic convex programs with recourse can equivalently be formulated as nonlinear convex programming problems. These possess some rather marked characteristics. Firstly, the proportion of linear to nonlinear variables is often large and leads to a natural partition of the constraints and objective. Secondly, the objective function corresponding to the nonlinear variables can vary over a wide range of possibilities; under appropriate assumptions about the underlying stochastic program it could be, for example, a smooth function, a separable polyhedral function or a nonsmooth function whose values and gradients are very expensive to compute. Thirdly, the problems are often large-scale and linearly constrained with special structure in the constraints.
主题	Adaption and Optimization (ADO)
URL	http://pure.iiasa.ac.at/id/eprint/2639/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/123172
推荐引用方式 GB/T 7714	Nazareth JL,Wets RJ-B. Nonlinear Programming Techniques Applied to Stochastic Programs with Recourse.. 1985.