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• W3092474927 abstract "An increasing number of practical scenarios continue to experience problems associated with multistage stochastic programming. This study proposes a decomposition method through which they can be a successful solution to multi-stage stochastic nonlinear programs. The proposed method entails the scenario analysis method. The proposed method also performs its role via search direction generation in such a way that sets of quadratic programming sub-issues are solved in a parallel way, especially when the size is significant lower, compared to the case involving original problems at the respective iterations. Relative to the dual multiplier derivation, which focuses on non-anticipativity constraints, the proposed system advocates for the introduction of generalized reduced gradient approaches." @default.
• W3092474927 created "2020-10-15" @default.
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• W3092474927 date "2020-07-01" @default.
• W3092474927 modified "2023-09-27" @default.
• W3092474927 title "Developing Reduced Gradient Approach for Solving Multi-Stage Stochastic Nonlinear Programs" @default.
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• W3092474927 doi "https://doi.org/10.1166/jctn.2020.9160" @default.
• W3092474927 hasPublicationYear "2020" @default.
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