Stochastic algorithm for solving convex semi-infinite problem with equality and inequality constraints (Q1847354)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic algorithm for solving convex semi-infinite problem with equality and inequality constraints |
scientific article; zbMATH DE number 1834788
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic algorithm for solving convex semi-infinite problem with equality and inequality constraints |
scientific article; zbMATH DE number 1834788 |
Statements
Stochastic algorithm for solving convex semi-infinite problem with equality and inequality constraints (English)
0 references
25 November 2002
0 references
A semi-infinite optimization problem, i.e. a mathematical programming problem with infinite number of constraints, is considered. The authors use an algorithm of stochastic external approximations for its solution. The idea is to approximate the problem by a sequence of problems with finite number of constraints. The dependance of the algorithm efficiency on various parameters is discussed.
0 references
semi-infinite optimization problem
0 references
