Stochastic optimization methods with constraints

zbMath0659.90077MaRDI QIDQ1112730

A. I. Koshlan', I. P. Devyaterikov

Publication date: 1988

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceconstrained optimizationa priori information about the noisegradient and search proceduresmodified Lagrange multiplier methodmodified penalty estimate methodmodified penalty function methodsurvey of recursive methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15)

This page was built for publication: Stochastic optimization methods with constraints