A stochastic algorithm for optimization problems with continua of inequalities

DOI10.1007/BF00939413zbMath0619.90069OpenAlexW2046263593MaRDI QIDQ1090244

B. George

Publication date: 1988

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939413

zbMATH Keywords

stochastic algorithmsouter-approximationconstraint-droppingcontinua of constraintsmeasure of optimality

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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A stochastic algorithm using one sample point per iteration and diminishing step-sizes, Optimization via simulation: A review, Optimization algorithm with probabilistic estimation

Cites Work

• Nondifferentiable optimization algorithm for designing control systems having singular value inequalities
• Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities
• An outer approximations algorithm for computer-aided design problems
• Theoretical and computational aspects of the optimal design centering, tolerancing, and tuning problem
• Feasible directions algorithms for optimization problems with equality and inequality constraints
• On Constraint Dropping Schemes and Optimality Functions for a Class of Outer Approximations Algorithms