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Computation of descent directions and efficient points in stochastic optimization problems without using derivatives - MaRDI portal

Computation of descent directions and efficient points in stochastic optimization problems without using derivatives (Q3734168)

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Computation of descent directions and efficient points in stochastic optimization problems without using derivatives
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    Computation of descent directions and efficient points in stochastic optimization problems without using derivatives (English)
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    1986
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    stochastic dominance
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    derivative-free descent direction calculation
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    direct search
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    feasible descent directions
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    optimality conditions
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    efficient points
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