Probabilistic version of the method of feasible directions.

DOI10.1016/S0096-3003(01)00093-5zbMath1040.90029MaRDI QIDQ1855739

Michael M. Kostreva, Artur Gorka

Publication date: 28 January 2003

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

global convergencenonlinear programmingfeasible direction

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

Cites Work

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• Test examples for nonlinear programming codes
• Norm-relaxed method of feasible directions for solving nonlinear programming problems
• Convergence analysis of norm-relaxed method of feasible directions
• Self-tuning norm-relaxed method of feasible directions

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