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Stochastic methods of minimization of nondifferentiable functions - MaRDI portal

Stochastic methods of minimization of nondifferentiable functions (Q1135202)

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scientific article; zbMATH DE number 3661101
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Stochastic methods of minimization of nondifferentiable functions
scientific article; zbMATH DE number 3661101

    Statements

    Stochastic methods of minimization of nondifferentiable functions (English)
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    1979
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    minimization of nondifferentiable functions
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    local Lipschitz condition
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    linearization
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    feasible directions
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    probabilistic constraints
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    stochastic programming
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