References

ABOUT PROJECTIONS IN THE IMPLEMENTATION OF STOCHASTIC QUASIGRADIENT METHODS TO SOME INVENTORY CONTROL PROBLEMS


[1] Yu. Ermoliev, Methods for Stochastic Programming, Nauka, Moscow, 1976 (in Russian).

[2] Yu. Ermoliev and A. Gaivoronski, Stochastic Quasigradient Methods and Their Implementation, Working Paper A-2361, IIASA, Laxenburg, Austria, 1984.

[3] A. Gaivoronski, Stochastic quasigradient methods and their implementation, (Yu. Ermoliev and R. J. -B. Wets (Eds.)), Numerical Techniques for Stochastic Optimization, Springer Verlag, Berlin, (1988), 313-351.

[4] P. Kall and S. W. Wallace, Stochastic Programming, Wiley, New York, 1994.

[5] R. T. Rockafellar and R. J.-B. Wets, A note about projections in the implementation of stochastic quasigradient methods, (Yu. Ermoliev and R. J.-B. Wets (Eds.)), Numer. Tech. Stoch. Optim., Springer Verlag, Berlin, (1988), 385-392.

[6] S. M. Stefanov, Facility Location Problems and Methods for Solving Them, M. S. Thesis, Sofia University, 1989, pp. 1-84 (in Bulgarian).

[7] S. M. Stefanov, Nondifferentiable and Stochastic Programming, PhD Dissertation, 1991, pp. 1-86.

[8] S. M. Stefanov, Convex separable minimization problems with linear constraint and bounds on the variables, Appl. Math. Engg. Eco., Heron Press, Sofia, (2002), 392-402.

[9] S. M. Stefanov, Method for solving a convex integer programming problem, Int. J. Math. Math. Sci. 2003(44) (2003), 2829-2834.

[10] S. M. Stefanov, Convex quadratic minimization subject to a linear constraint and box constraints, Appl. Math. Res. Express 2004(1) (2004), 17-42.

[11] S. M. Stefanov, Convex separable minimization problems with a linear constraint and bounded variables, Int. J. Math. Math. Sci. 2005(9) (2005), 1339-1363.

[12] S. M. Stefanov, Minimizing a convex separable exponential function subject to linear inequality or equality constraint and bounds on the variables, Journal of Interdisciplinary Mathematics 9(1) (2006), 207-226.

[13] S. M. Stefanov, An efficient method for minimizing a convex separable logarithmic function subject to a convex inequality constraint or linear equality constraint, J. Appl. Math. Deci. Sci. 2006 (2006), 1-19 (Article ID 89307).

[14] S. M. Stefanov, Minimization of a convex linear-fractional separable function subject to a convex inequality constraint or linear inequality constraint and bounds on the variables, Appl. Math. Res. Express 2006 (2006), 1-24 (Article ID 36581).

[15] S. M. Stefanov, Applications of convex separable unconstrained nonsmooth optimization to numerical approximation with respect to Journal of Interdisciplinary Mathematics 10(6) (2007), 767-788.

[16] S. M. Stefanov, Solution of some convex separable resource allocation and production planning problems with bounds on the variables, Journal of Interdisciplinary Mathematics 13(5) (2010), 541-569.

[17] S. Urasiev, Adaptive Stochastic Quasigradient Procedures, (Yu. Ermoliev and R. J.-B. Wets (Eds.)), Numer. Tech. Stoch. Optim., Springer Verlag, Berlin, (1988), 373-384.