An SQP-type method and its application in stochastic programs

Journal of Optimization Theory and Applications

Volumn 116, Issue 1, 2003, Pages 205-228

  Wei, Z ^a   Qi, L ^b   Chen, X ^c  

^a GUANGXI UNIVERSITY   (China)

^b HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^c SHIMANE UNIVERSITY   (Japan)

Author keywords

epiconvergence; global convergence; SQP method; stochastic programming; superlinear convergence

Indexed keywords

APPLICATION PROGRAMS; STOCHASTIC SYSTEMS;

CONVEX MINIMIZATION; EPI-CONVERGENCE; GLOBAL CONVER-GENCE; ITS APPLICATIONS; MINIMIZATION PROBLEMS; OBJECTIVE FUNCTIONS; SQP METHOD; STOCHASTICS; SUPERLINEAR CONVERGENCE; TYPE METHODS;

STOCHASTIC PROGRAMMING;

EID: 0037266640     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022122521816     Document Type: Article

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