Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

Approximate Lagrange multiplier algorithm for stochastic programs with complete recourse: Nonlinear deterministic constraints

Approximate Lagrange multiplier algorithm for stochastic programs with complete recourse:... In this paper we design an approximation method for solving stochastic programs with complete recourse and nonlinear deterministic constraints. This method is obtained by combining approximation method and Lagrange multiplier algorithm of Bertsekas type. Thus this method has the advantages of both the two. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Approximate Lagrange multiplier algorithm for stochastic programs with complete recourse: Nonlinear deterministic constraints

Loading next page...
 
/lp/springer-journals/approximate-lagrange-multiplier-algorithm-for-stochastic-programs-with-jLOuxEdCRC
Publisher
Springer Journals
Copyright
Copyright © 1992 by Science Press
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF02014578
Publisher site
See Article on Publisher Site

Abstract

In this paper we design an approximation method for solving stochastic programs with complete recourse and nonlinear deterministic constraints. This method is obtained by combining approximation method and Lagrange multiplier algorithm of Bertsekas type. Thus this method has the advantages of both the two.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jul 15, 2005

References