| Title:
|
Semistochastic decomposition scheme in mathematical programming and game theory (English) |
| Author:
|
Chien, Tran Quoc |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
27 |
| Issue:
|
6 |
| Year:
|
1991 |
| Pages:
|
535-541 |
| . |
| Category:
|
math |
| . |
| MSC:
|
49K35 |
| MSC:
|
90-08 |
| MSC:
|
90C15 |
| MSC:
|
90C30 |
| MSC:
|
91A05 |
| MSC:
|
93D05 |
| idZBL:
|
Zbl 0749.90075 |
| idMR:
|
MR1150941 |
| . |
| Date available:
|
2009-09-24T18:28:50Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124295 |
| . |
| Reference:
|
[1] G. B. Dantzig, P. Wolfe: The decomposition algorithm for linear programs.Econometrica 29 (1961), 4, 767-778. Zbl 0104.14305, MR 0138506 |
| Reference:
|
[2] J. F. Benders: Partitioning procedures for solving mixed variable programming problems.Numer. Math. 4 (1962), 238-260. MR 0147303 |
| Reference:
|
[3] A. Geoffrion: Generalized Benders decomposition.J. Optim. Theory Appl. 10 (1972), 237-260. Zbl 0229.90024, MR 0327310 |
| Reference:
|
[4] T. J. Van Roy: Cross decomposition for mixed integer programming.Mathematical Programming 25 (1983), 46-63. Zbl 0505.90057, MR 0679253 |
| Reference:
|
[5] I. Kornai, T. Liptak: Planning on two levels.In: Application of Mathematics in Economical Research 4, Moscow 1965. In Russian. MR 0214364 |
| Reference:
|
[6] R. E. Burkard H. W. Hamacher, J. Tind: On general decomposition schemes in mathematical programming.Mathematical Programming Study 24 (1985), 238-252. MR 0821002 |
| Reference:
|
[7] V. Z. Belinskij V. A. Volkonskii S. A. Ivankov A. B. Pomanskii, A. D. Shapiro: Iterative Methods in Game Theory and Mathematical Programming.Nauka, Moscow 1974. In Russian. |
| Reference:
|
[8] V. V. Fedorov: Maximin Numerical Methods.Nauka, Moscow 1979. |
| Reference:
|
[9] I. Ekeland, R. Temam: Analyse Convexe et Problemes Variationnels.Dunod, Paris 1974. Zbl 0281.49001, MR 0463993 |
| Reference:
|
[10] G. D. Maistrovskii: Gradient methods for finding saddle points.Econom. i Mat. Metody 12 (1976), 917-929. In Russian. MR 0451122 |
| Reference:
|
[11] E. G. Golstein: Gradient methods for determination of saddle points and modified Lagrangians.In: Proc. of the Workshop ,,Math. Optimierung - Theorie und Anwendungen'' Wartburg/Eisenach 1983. |
| Reference:
|
[12] R. T. Rockafellar: A dual approach to solving nonlinear programming problems by un- constrained optimization.Math. Programming 5 (1973), 354-373. MR 0371416 |
| Reference:
|
[13] Tran Quoc Chien: Nondifferentiable and quasidifferentiable duality in vector optimization theory.Kybernetika 21 (1985), 4, 298-321. Zbl 0579.90091, MR 0815617 |
| Reference:
|
[14] Tran Quoc Chien: Fenchel-Lagrange duality in vector fractional programming via abstract duality scheme.Kybernetika 22 (1986), 4, 299-319. Zbl 0616.90081, MR 0868023 |
| Reference:
|
[15] Tran Quoc Chien: Perturbation theory of duality in vector optimization via the abstract duality scheme.Kybernetika 23 (1987), 1, 67-81. Zbl 0615.49007, MR 0883908 |
| Reference:
|
[16] Tran Quoc Chien: Vector nonconvex perturbational duality theory via the abstract duality scheme.Essays on Nonlinear Analysis and Optimization Problems. Ha-Noi 1987. Zbl 0652.90092 |
| Reference:
|
[17] B. Gnedenko: The Theory of Probability.Nauka, Moscow 1973. |
| Reference:
|
[18] N. N. Vorobiev: Elements of Game Theory: Noncooperative Games.Nauka, Moscow 1984. |
| . |
