Stochastic optimization methods with constraints (Q1112730)
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scientific article; zbMATH DE number 4079177
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimization methods with constraints |
scientific article; zbMATH DE number 4079177 |
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Stochastic optimization methods with constraints (English)
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1988
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We give a survey of recursive methods for the solution of optimization problems concentrating on issues of convergence, and rate of convergence, of gradient and search procedures with a priori information about the noise. We consider various types of constraints on the feasible region of the argument of the function to be optimized.
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modified Lagrange multiplier method
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modified penalty function method
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modified penalty estimate method
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constrained optimization
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survey of recursive methods
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rate of convergence
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gradient and search procedures
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a priori information about the noise
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