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"An SQP algorithm for extended linear-quadratic problems in stochastic ..."
Liqun Qi, Robert S. Womersley (1995)
- Liqun Qi
, Robert S. Womersley:
An SQP algorithm for extended linear-quadratic problems in stochastic programming. Ann. Oper. Res. 56(1): 251-285 (1995)
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