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has been cited by the following article:

• TITLE: Solution of Stochastic Quadratic Programming with Imperfect Probability Distribution Using Nelder-Mead Simplex Method

  AUTHORS: Xinshun Ma, Xin Liu

  KEYWORDS: Stochastic Quadratic Programming, LPI, Nelder-Mead

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.6 No.5, May 31, 2018

  ABSTRACT: Stochastic quadratic programming with recourse is one of the most important topics in the field of optimization. It is usually assumed that the probability distribution of random variables has complete information, but only part of the information can be obtained in practical situation. In this paper, we propose a stochastic quadratic programming with imperfect probability distribution based on the linear partial information (LPI) theory. A direct optimizing algorithm based on Nelder-Mead simplex method is proposed for solving the problem. Finally, a numerical example is given to demonstrate the efficiency of the algorithm.