Work

Stochastic Nonlinear Programming System

Year: 1989

Type: book

Abstract: This paper contains a detailed description of the Stochastic Nonlinear Programming System (SNLP) intended for solving stochastic optimization problems with simple recourse. This system is a result of collaboration between the Glushkov Institute of Cybernetics (Kiev, USSR) and the International Institute for Applied System Analysis (IIASA) within the framework of the Adaptation and Optimization Project in the System and Decision Sciences Program.

Source: IIASA PURE (International Institute of Applied Systems Analysis)

Authors: N. V. Roenko, Victor Loskutov, Stan Uryasev

Language: English

Topic: Advanced Optimization Algorithms Research

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2411287809

FWCI: 0.198

Cites:

Cited by: 3

Related to: 10