Variable sample size method for equality constrained optimization problems

DOI10.1007/s11590-017-1143-8zbMath1400.90237OpenAlexW2605045895MaRDI QIDQ1749777

Andrea Rožnjik, Nataša Krklec Jerinkić, Nataša Krejić

Publication date: 28 May 2018

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-017-1143-8

zbMATH Keywords

stochastic optimizationequality constraintspenalty methodline searchvariable sample size

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (1)

Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation

Uses Software

• AMLET

Cites Work

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