Stochastic gradient algorithm of the iterative penalty method solving the maximin problem with coupled constraints

DOI10.1007/BF01127956zbMath0825.90745MaRDI QIDQ1342980

S. K. Zavriev, M. K. Zavrieva

Publication date: 31 January 1995

Published in: Computational Mathematics and Modeling (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15) 2-person games (91A05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Cites Work

• Conjugate derivative of a multivalued mapping and the differentiability of the maximum under connected constraints
• Approximation conditions for a multiple maximin on the basis of connected sets
• Stability theory by Liapunov's direct method
• A stochastic method of discrepancies for seeking max-min
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