Stochastic algorithms with Armijo stepsizes for minimization of functions

DOI10.1007/BF00939456zbMath0687.90086OpenAlexW2032733195WikidataQ105583435 ScholiaQ105583435MaRDI QIDQ1263532

K. Appert

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf00939456

zbMATH Keywords

Monte Carlo simulationsinequality constraintsstochastic algorithmsproblemsdirectionoptimality functionunconstrainedArmijo stepsizefeasible descent

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31)

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