Stochastic penalty function methods for nonsmooth constrained minimization

DOI10.1007/BF02192206zbMath0851.90112MaRDI QIDQ1918296

Yanyan Li

Publication date: 31 July 1996

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

dualitymultiplierspenalty functionsstochastic algorithmnonsmooth inequality-constrained minimizationstochastic subgradients

Mathematics Subject Classification ID

Nonlinear programming (90C30) Nonsmooth analysis (49J52)

Cites Work

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• Semimartingales: A course on stochastic processes
• Theoretical and computational aspects of the optimal design centering, tolerancing, and tuning problem
• On the solution of singular value inequalities over a continuum of frequencies
• An algorithm for optimization problems with functional inequality constraints
• Optimization of lipschitz continuous functions
• Minimization of unsmooth functionals

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