Reduced gradient method for stochastic optimization problem with nonlinear constraints (Q1812840)
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scientific article; zbMATH DE number 4380
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduced gradient method for stochastic optimization problem with nonlinear constraints |
scientific article; zbMATH DE number 4380 |
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Reduced gradient method for stochastic optimization problem with nonlinear constraints (English)
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25 June 1992
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The described stochastic analogue of the reduced gradient method for solving stochastic programs with deterministic nonlinear constraints provides an explicit formula for computing the direction. A statement on convergence is given (without proof). No comparisons with other feasible direction methods designed for numerical treatment of the considered class of stochastic programs are included, no numerical experience is reported.
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algorithms
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deterministic nonlinear constraints
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0.9265375
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0.9218941
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0.90738916
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