Simple Technique of Projected Lagrange for a Class of Multi-Stage Stochastic Nonlinear Programs
- Corresponding Author:
- Ihda Hasbiyati
Departement of Mathematics University of Ria
Indonesia and Graduate School of Departement of Mathematics University of North Sumatra, Indonesia
E-mail: [email protected]
Received Date: March 16, 2015; Accepted Date: March 23, 2015; Published Date: April 07, 2015
Citation: Hasbiyati I, Suwilo S, Salim O, Tulus (2015) Simple Techniq of Projected Lagrangefora Class of Multi-Stage Stochastic Nonlinear Programs. Global J Technol Optim 6:179. doi: 10.4172/2229-8711.1000179
Copyright: © 2015 Hasbiyati I, et al. This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
This paper presents a techniq for solving multi-stage stochastic nonlinear programs. The techniq is based on projected lagrange approach which generates the search direction by solving parallelly a set of quadratic programming subproblems with size much less than the original problem at each iteration. Mathamatically, can be pointed out that Lagrange’s projection method can solve problem multi-stage stochastic nonlinear programs.