Fanwen Meng, Roger C. E. Tan, Gongyun Zhao. A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming. International Journal of Computational Engineering Science, 5(2):327-344, 2004. [doi]
@article{MengTZ04,
title = {A superlinearly convergent algorithm for large scale multi-stage stochastic nonlinear programming},
author = {Fanwen Meng and Roger C. E. Tan and Gongyun Zhao},
year = {2004},
doi = {10.1142/S1465876304002411},
url = {http://dx.doi.org/10.1142/S1465876304002411},
tags = {C++, e-science, programming},
researchr = {https://researchr.org/publication/MengTZ04},
cites = {0},
citedby = {0},
journal = {International Journal of Computational Engineering Science},
volume = {5},
number = {2},
pages = {327-344},
}