A Second-Order Sufficient Optimality Condition for Risk-Neutral Bi-level Stochastic Linear Programs
نویسندگان
چکیده
منابع مشابه
Second-order optimality conditions for nonlinear programs and mathematical programs
It is well known that second-order information is a basic tool notably in optimality conditions and numerical algorithms. In this work, we present a generalization of optimality conditions to strongly convex functions of order γ with the help of first- and second-order approximations derived from (Optimization 40(3):229-246, 2011) and we study their characterization. Further, we give an example...
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ژورنال
عنوان ژورنال: Journal of Optimization Theory and Applications
سال: 2020
ISSN: 0022-3239,1573-2878
DOI: 10.1007/s10957-020-01775-x