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

LOUVEAUX, Francois (PI)
TOINT, Philippe (PI)
BASTIN, Fabian (Researcher)
CIRILLO, Cinzia (Researcher)

University of Namur

Project: PHD

3 Article

3 results

2010
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 journal › Article › peer-review

File
31 Downloads (Pure)
2006
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 journal › Article › peer-review

File
100 Downloads (Pure)
Convergence theory for nonconvex stochastic programming with an application to mixed logit
Bastin, F., Cirillo, C. & Toint, P. L., 1 Jul 2006, In: Mathematical Programming. 108, 2-3, p. 207-234 28 p.
Research output: Contribution to journal › Article › peer-review

Open Access
File
221 Downloads (Pure)