Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms

Ankur Kulkarni and Uday Shanbhag ()

Computational Optimization and Applications, 2012, vol. 51, issue 1, 77-123

Keywords: Stochastic programming; Nonlinear programming; Almost-sure feasibility; Recourse; W-condition; Sequential quadratic programming; Benders’ decomposition (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10589-010-9316-8

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