And then, we present an approximation method for solving this probabilistic constrained stochastic programming, and prove certain convergence of the method under some conditions.
随后我们提出了求解这类概率约束随机规划的一种近似算法,并在一定的条件下证明了算法的收敛性。
2
This article deals with the basic methods for solving unconstrained and constrained nonlinear problems. It describes also the linear approximation methods of nonlinear programming.
本文阐明无约束和有约束非线性问题的基本解法,并说明非线性规划的线性近似方法。
3
The improved approximate expressions are proposed to create the sequential approximation problems which are solved with the constrained variable metric method.