Trust-region algorithms for stochastic nonlinear programming and mixed logit models

Project: PHD

Project Details

Description

The project objective is to investigate algorithms
for nonlinear stochastic prohramming.
StatusFinished
Effective start/end date1/10/0030/09/04

Keywords

  • stochastic optimization
  • nonlinear programming
  • algorithms

Research Output

Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance

Bastin, F., Cirillo, C. & Toint, P., 1 Apr 2010, In : Optimization. 59, 3, p. 355-376 22 p.

Research output: Contribution to journalArticle

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    Application of an adaptive Monte Carlo algorithm to mixed logit estimation

    Bastin, F., Cirillo, C. & Toint, P., 1 Aug 2006, In : Transportation Research Part B : Methodological. 40, 7, p. 577-593 17 p.

    Research output: Contribution to journalArticle

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  • 78 Downloads (Pure)

    Convergence theory for non-convex stochastic programming

    Bastin, F., Cirillo, C. & Toint, P., 2006, In : Mathematical Programming B. 108, 2-3, p. 207-234 28 p.

    Research output: Contribution to journalArticle