Use of Monte-Carlo sampling within trust-region methods, for the solving of nonlinear stochastic programming problems

Project: Research

Project Details

Description

The goal of this project is to combine Monte-Carlo sampling techniques with trust-region methods in order to efficiently solve nonlinear stochastic programming problems.
StatusFinished
Effective start/end date29/03/02 → 31/12/07
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Keywords

  • Monte-Carlo
  • stochastic programming
  • trust-region
  • nonlinear programming