A parallel inexact newton method for stochastic programs with recourse.

Xiaojun Chen Robert S. Womersley

Published in: Ann. Oper. Res. (1996)

Keyphrases

newton method
quasi newton
convergence analysis
linear equations
optimality conditions
linear program
variational inequalities
linear svm
regularized least squares
genetic algorithm
quadratic programming
global convergence
feature selection
higher level
nonnegative matrix factorization