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Filtering by: Type Work Keyword interior point method Resource type Dissertation Subject Industrial Engineering and Management Sciences

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Description:: Stochastic programming models static or dynamic optimal decision making under uncertainty. In contrast to deterministic mathematical programming, stochastic programming generally uses expectation functionals in objective or constraints over known or partially known distributions of the problem data. Its features many decision variables under complicated constraints over discrete time periods. Its...
Keyword:: stochastic optimization, interior point method, sparse grid, and chance constrained problem
Subject:: Industrial Engineering and Management Sciences
Creator:: Sheng Yuan Chen
Owner:: Scholarly Digital Publishing
Date Uploaded:: 09/13/2018
Date Modified:: 09/13/2018
Date Created:: 2008-07-28
Resource Type:: Dissertation

Description:: At the heart of nonlinear optimization methods lies the solution of linear systems of equations. As the size of the problem increases, it is imperative to use iterative methods, such as the conjugate gradient algorithm, to solve these linear systems. In the context of constrained optimization, it has proved to...
Keyword:: preconditioning, interior point method, strategic bidding, nonlinear optimization, and bilevel programming
Subject:: Industrial Engineering and Management Sciences
Creator:: Long Hei
Owner:: Scholarly Digital Publishing
Date Uploaded:: 06/01/2018
Date Modified:: 06/01/2018
Date Created:: 2007-04-17
Resource Type:: Dissertation

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