"An SQP algorithm for extended linear-quadratic problems in stochastic ..."

Liqun Qi, Robert S. Womersley (1995)

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DOI: 10.1007/BF02031711

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type: Journal Article

metadata version: 2020-08-13

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Liqun Qi, Robert S. Womersley:
An SQP algorithm for extended linear-quadratic problems in stochastic programming. Ann. Oper. Res. 56(1): 251-285 (1995)

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