Iterative stochastic methods for solving variational problems of mathematical physics and operations research

DOI10.1007/BF01262030zbMATH Open0860.90094MaRDI QIDQ1910809

N. M. Novikova

Publication date: 1 April 1996

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

surveynonsmooth optimizationnumerical methodsHilbert spacesstochastic quasigradientsintegral penaltystochastic saddle point

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Programming in abstract spaces (90C48) Semi-infinite programming (90C34) Numerical methods for integral transforms (65R10) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Methods of reduced gradient type (90C52)

Related Items (2)

Analysis of search methods of optimization based on potential theory. I: Nonlocal properties ⋮ Iterative decomposition of stochastic optimization problems with first-order partial differential equations

Recommendations

• Title not available (Why is that?) 👍 👎
• Iterative methods of stochastic approximation for solving non-regular nonlinear operator equations 👍 👎
• A variational approach to stochastic nonlinear problems 👍 👎
• Iterative methods of solving stochastic convex feasibility problems and applications 👍 👎
• Iterative Solvers for the Stochastic Finite Element Method 👍 👎
• Iterative decomposition of stochastic optimization problems with first-order partial differential equations 👍 👎
• Solveur itératif pour des problèmes stochastiques d'interaction sol-structure 👍 👎
• Stochastic methods for the numerical solution of convex variational inequalities 👍 👎
• Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem 👍 👎
• Stochastic approximation results for variational inequality problem using random-type iterative schemes 👍 👎

This page was built for publication: Iterative stochastic methods for solving variational problems of mathematical physics and operations research

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1910809)