Solution of nonlinear programming with unknown distribution function

DOI10.1016/0378-4754(82)90026-XzbMath0506.90063OpenAlexW2036044997MaRDI QIDQ1837111

Reuven Y. Rubinstein

Publication date: 1982

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(82)90026-x

zbMATH Keywords

random noiseproof of convergenceperturbed constraintsunknown distribution functionWolfe-Danzig algorithm

Mathematics Subject Classification ID

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

Cites Work

• Learning automata in stochastic programming problems
• Stochastic approach to nonlinear programming problems
• Conjugate Directions without Linear Searches
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