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An algorithm for nonlinear optimization using linear programming and equality constrained subproblems

✍ Scribed by Richard H. Byrd; Nicholas I.M. Gould; Jorge Nocedal; Richard A. Waltz


Publisher
Springer-Verlag
Year
2003
Tongue
English
Weight
168 KB
Volume
100
Category
Article
ISSN
0025-5610

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## Abstract Two major approaches to deal with randomness or ambiguity involved in mathematical programming problems have been developed. They are stochastic programming approaches and fuzzy programming approaches. In this paper, we focus on multiobjective linear programming problems with random var