A stochastic approximation counterpart of the feasible direction method

DOI10.1016/0167-7152(87)90092-7zbMath0652.62083OpenAlexW1974056870MaRDI QIDQ1107247

Jacek Koronacki

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90092-7

zbMATH Keywords

almost sure convergencefeasible direction method of Topkis and Veinott

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cites Work

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• Stochastic approximation algorithms for constrained optimization problems
• Feasible direction methods for stochastic programming problems
• Stochastic approximation type methods for constrained systems: Algorithms and numerical results
• Convergence Conditions for Nonlinear Programming Algorithms

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