Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
Computational Optimization and Applications
A nontangential cutting plane algorithm
Operations Research Letters
Journal of Global Optimization
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Minimizing a separable convex objective subject to an ordering restriction on its variables is a generalization of a class of problems in statistical estimation and inventory control. It is shown that a pool adjacent violators (PAV) algorithm can be ...