| 来源类型 | Book Section |
| DOI | 10.1007/BFb0121130 |
| Linearization methods for optimization of functionals which depend on probability measures. | |
| Gaivoronski A; Prekopa, A.; Wets, R. | |
| 发表日期 | 1986 |
| 出处 | Stochastic Programming 84 Part II. Eds. Prekopa, A. & Wets, R. , pp. 157-181 Springer. ISBN 978-3-642-00926-6 DOI: 10.1007/BFb0121130 . |
| 出版年 | 1986 |
| 语种 | 英语 |
| 摘要 | The main purpose of this paper is to discuss numerical optimization procedures for problems in which both the objective function and the constraints depend on distribution functions. The objective function and constraints are assumed to be nonlinear and to have directional derivatives. The proposed algorithm is based on duality relations between the linearized problem and some special finite-dimensional minimax problem and is of the feasible-direction type. The resulting minimax problem is solved using the cutting-place technique. |
| URL | http://pure.iiasa.ac.at/id/eprint/13650/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/133075 |
| 推荐引用方式 GB/T 7714 | Gaivoronski A,Prekopa, A.,Wets, R.. Linearization methods for optimization of functionals which depend on probability measures.. 1986. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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