Stochastic penalty function methods for nonsmooth constrained minimization (Q1918296)

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scientific article; zbMATH DE number 911898
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Stochastic penalty function methods for nonsmooth constrained minimization
scientific article; zbMATH DE number 911898

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    Stochastic penalty function methods for nonsmooth constrained minimization (English)
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    31 July 1996
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    multipliers
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    penalty functions
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    duality
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    stochastic subgradients
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    stochastic algorithm
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    nonsmooth inequality-constrained minimization
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