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Stochastic methods of minimization of nondifferentiable functions

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Publication:1135202
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zbMath0424.90051MaRDI QIDQ1135202

Anatol M. Gupal

Publication date: 1979

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


zbMATH Keywords

stochastic programminglinearizationlocal Lipschitz conditionprobabilistic constraintsfeasible directionsminimization of nondifferentiable functions


Mathematics Subject Classification ID

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


Related Items (3)

Inventory models under uncertainty: An adaptive approach ⋮ stochastic quasigradient methods and their application to system optimization† ⋮ Academician V. S. Mikhalevich as a scientist and science organizer (on the occasion of his 70th birthday)




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