About: Exact Penalization in Stochastic Programming - Calmness and Constraint Qualification     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
rdfs:seeAlso
Description
  • We deal with the conditions which ensure exact penalization in stochastic programming problems under finite discrete distributions. We give several sufficient conditions for problem calmness including graph calmness, existence of an error bound, and generalized Mangasarian-Fromowitz constraint qualification. We propose a new version of the theorem on asymptotic equivalence of local minimizers of chance constrained problems and problems with exact penalty objective. We apply the theory to a problem with a stochastic vanishing constraint.
  • We deal with the conditions which ensure exact penalization in stochastic programming problems under finite discrete distributions. We give several sufficient conditions for problem calmness including graph calmness, existence of an error bound, and generalized Mangasarian-Fromowitz constraint qualification. We propose a new version of the theorem on asymptotic equivalence of local minimizers of chance constrained problems and problems with exact penalty objective. We apply the theory to a problem with a stochastic vanishing constraint. (en)
Title
  • Exact Penalization in Stochastic Programming - Calmness and Constraint Qualification
  • Exact Penalization in Stochastic Programming - Calmness and Constraint Qualification (en)
skos:prefLabel
  • Exact Penalization in Stochastic Programming - Calmness and Constraint Qualification
  • Exact Penalization in Stochastic Programming - Calmness and Constraint Qualification (en)
skos:notation
  • RIV/00216208:11320/14:10281183!RIV15-MSM-11320___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • I, P(GP13-03749P)
http://linked.open...iv/cisloPeriodika
  • únor
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 15646
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/14:10281183
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • vanishing constraints; asymptotic equivalence; chance constrained problems; calmness; Exact penalty (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • EG - Egyptská arabská republika
http://linked.open...ontrolniKodProRIV
  • [6450FAE33570]
http://linked.open...i/riv/nazevZdroje
  • Advances in Decision Sciences
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 2014
http://linked.open...iv/tvurceVysledku
  • Branda, Martin
issn
  • 2090-3359
number of pages
http://bibframe.org/vocab/doi
  • 10.1155/2014/569458
http://localhost/t...ganizacniJednotka
  • 11320
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 107 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software